A little bit of history is in order. According to Wikipedia,
The first written Greek law code (Locrian code), by Zaleucus in the
7th century BC, stipulated that:
A free-born woman may not be accompanied by more than one female
slave, unless she is drunk; she may not leave the city during the
night, unless she is planning to commit adultery; she may not wear
gold jewelry or a garment with a purple border, unless she is a
[Later, in the Roman empire] Only the Roman Emperor could wear the symbol of his office, a Tyrian purple cape trimmed in golden thread, and Roman senators were the only ones who could wear the badge of their office, a Tyrian purple stripe on their toga.
In the Megillah as well we find:
אִם-עַל-הַמֶּלֶךְ טוֹב, יֵצֵא דְבַר-מַלְכוּת מִלְּפָנָיו, וְיִכָּתֵב
בְּדָתֵי פָרַס-וּמָדַי, וְלֹא יַעֲבוֹר: אֲשֶׁר לֹא-תָבוֹא וַשְׁתִּי,
לִפְנֵי הַמֶּלֶךְ אֲחַשְׁוֵרוֹשׁ, וּמַלְכוּתָהּ יִתֵּן הַמֶּלֶךְ,
לִרְעוּתָהּ הַטּוֹבָה מִמֶּנָּה. וְנִשְׁמַע פִּתְגָם הַמֶּלֶךְ
אֲשֶׁר-יַעֲשֶׂה בְּכָל-מַלְכוּתוֹ, כִּי רַבָּה הִיא; וְכָל-הַנָּשִׁים,
יִתְּנוּ יְקָר לְבַעְלֵיהֶן--לְמִגָּדוֹל, וְעַד-קָטָן
As should be well-known by now, the problem of Vashti was that she was a Rabbah who did not respect her husband, the king. Many have written that the problem with a Rabbah is that which Maimonides codifies:
אין מעמידין אישה במלכות--שנאמר "מלך" (דברים יז,טו), ולא מלכה; וכן כל
משימות שבישראל, אין ממנים בהם אלא איש.
This explains why Mordechai was allowed to wear the king's clothing, including purple:
וּמָרְדֳּכַי יָצָא מִלִּפְנֵי הַמֶּלֶךְ, בִּלְבוּשׁ מַלְכוּת תְּכֵלֶת
וָחוּר, וַעֲטֶרֶת זָהָב גְּדוֹלָה, וְתַכְרִיךְ בּוּץ וְאַרְגָּמָן;
וְהָעִיר שׁוּשָׁן, צָהֲלָה וְשָׂמֵחָה
The problem of Vashti was that she disrespected her husband. Since the halachah follows the opinion that "a man's home is his castle," it follows that Mordechai was the king of his home. However, allowing purple messiahs would violate not only ancient Greek and Roman sumptuary laws, but also perhaps the laws against Rabbahs and female kings that Vashti violated.