I wonder if people told Queen Victoria her tiara had just been "plonked" on her head and that she should change her hairstyle and wear the tiara differently? Queen Alexandra also went for the "plonked" look, though her tiaras were plonked on top of mounds of curls, and Queen Mary did the same at times.
For Sofia, I think it's just a different way of wearing a tiara. Not wrong, just different. Most women these days wear their tiaras framing their heads/hairstyles. Sofia has fine, dead straight hair and at the moment is wearing it parted in the middle the way Queen Victoria did, and this means her tiara is plonked on top. I, too, have fine, dead straight hair, and that sort of hair does not stay in good condition for long if you tease it and plaster it down with hair spray. The worst part is having to brush it out afterwards, which can not only take a very long time but also be painful. I fully understand why she would favour this less damaging option for her hair.