There are some examples of slaves wearing the clothes of a free woman. But it’s not what you think.
One is when Tarl is surprised to realize the woman passing by wearing a haik is actually a slave.
A merchant passed me, climbing the stones of the street. He wore a striped, hooded, sleeved, loose robe, a djellaba. The striping was that of the Teehra, a district southwest of Tor, bordering on the Tahari. Following him, in a black haik, was a woman. Suddenly I was startled. As she passed me, her stride small and measured, I heard the clink of light chain, the sound of ankle bells. She was slave. She turned her head, briefly, to look at me; I saw her eyes, dark, through the tiny opening in the haik, through the tiny, black-lace screen, about an inch in height and four inches in width. Then, with a rustle of the chain, and the tiny music of her bells, she turned swiftly, following her master. Beneath the haik, I supposed her collared, naked.
Tribesmen of Gor    Book 10    Pages 44 - 45
The other I could think of is even more of a stretch. There are the stage performers who go to such lengths to appear free that even brands are sometimes covered.
On Gor; as I have perhaps mentioned, most of the actresses are slaves. In serious drama or more sophisticated comedy, when women are permitted roles within it, the female roles usually being played by men, and the females are slaves, their collars are sometimes removed. Before this is done, however, usually a steel bracelet or anklet, locked, which they cannot remove, is placed on them. In this way, they continue, helplessly, to wear some token of bondage. This facilitates, in any possible dispute or uncertainty as to their status or condition, a clear determination in the matter, by anyone, of course, but in particular by guardsmen or magistrates, or otherwise duly authorized authorities.
This custom tends to prevent inconvenience and possible embarrassment, for example, the binding of the woman and the remanding of her to the attention of free females, that she may be stripped and her body examined for the presence of slave marks. In such an event, incidentally, it behooves the girl to swiftly and openly confess her bondage. Free women despise slaves. They tend to treat them with great cruelty and viciousness in general, and, in particular, they are not likely to be pleasant with one who has been so bold as to commit the heinous crime of impersonating one of them. There is no difficulty in locating or recognizing the slave mark in a girl's body. It, though small and tasteful, is prominent in her flesh. It is easily located, perfectly legible and totally unmistakable. It serves its identificatory purposes well. It, in effect, is part of her. It is in her hide.
Players of Gor    Book 20    Page 122
Now we come to the rules or laws which speak of a slave dressing as a free woman. While I could not locate a specific quote addressing robes of concealment, I did find several which speak of veils.
Although this quote comes close.
"Who are you?" asked the man again. How could I tell him who I was? My master had not even given me a name.
"The pride veil will be next, if you do not speak," said the man.
I wondered what these men would do with me if they discovered I was not even a free woman. I forced the thought from my mind. Free men do not take it lightly that a Kajira would dare to don the garments of a free woman. This is regarded as an extremely serious offense, fit to be followed by terrible punishments. It can be worth the life of one to do so. I began to tremble.
Slave Girl of Gor    Book 11    Page 121
But now, speaking specifically of veils . . .
She was veiled, as is common for Gorean women in the high cities, particularly those of station. In some cities the veil is prescribed by law for free women, as well as by custom and etiquette; and in most cities it is prohibited, by law, to slaves.
Vagabonds of Gor    Book 24    Page 106
The face of the slave, by law, must be naked. Free women insist on that. They are not to be confused with animals, with collared beasts.
Mariners of Gor    Book 30    Page 480
As is well known the female slave may not veil herself even should she wish to do so. That would be an insult to free women.
Conspirators of Gor    Book 31    Page 154
"Why do you think they are veiled, and hidden inside robes?" he said. "And why do you think, on the other hand, veils are forbidden to slaves and slaves are scarcely clad, if clad at all?"
"I do not know, Master," I said.
"Do you think the only reason slaves are slave-clad, in brief tunics, and such, is because men enjoy seeing them so?"
"I do not know, Master," I said.
"Too," he said, "to distract attention from free women. Why should a raider or slaver risk his life to carry off a free woman, who might turn out to be more ugly than a tharlarion, when he might steal a slave, where he can see what his capture rope encircles?"
Plunder of Gor    Book 34    Page 116
And finally, to address your comment of a master simply requiring his girl to dress as a free woman, there is this quote:
For example, if the free woman were to dress as a slave, she might soon be collared, and if the master were to dress his slave as a free woman, he would be jeopardizing her life.
Smugglers of Gor    Book 32    Page 96