I wear my socks however they're most comfortable to me - priority is minimising distractions from doing a good job over the incredibly minor difference that looking like a team might generate. And that includes doing a good job of the warm up.
If the referee specifically asks me to do something then I will, but I'm not keen on butting into how the ref or the other assistant choose to feel most comfortable. And I think that aside from looking smart for 2 minutes as we walk out and do the respect handshake, that's how I'll continue to think when I'm leading teams of 3 or 4.