I think the main reason why this is not possible is because of potential clipping issues if the full length veil was worn with other (non wedding) gear. As the full length veil is only programmed to appear when inside the Sanctum of the Twelve (and thus would only be worn with the wedding dress, which is a requirement for the ceremony), this is not considered an issue for the actual wedding. But if worn in other areas the clipping of the veil with other gear probably was considered by SE to be beyond satisfactory limits and so they restricted it to only appearing inside the Sanctum.

Sadly I don't see them changing this for this reason (as much as I would love to have it full length too everywhere like you).