Wearing garments from another culture ?

As many of you, I guess, I have a fervent love for fashion and it's multitude of ways to express personality. Lately, I have been dabbling in making garments myself, and so, have been learning a lot about fabrics, their technicalities, and their history.
I am a fancy gal, I love lace, embroidery, embellishments, silks, you name it...

In my history readings, I ended up reading a lot about the culture of fabrics in Asia, and specifically Chinese silks and Indian embellished fabrics. The craftsmanship is INSANE. I love it, SO MUCH. I wish I could embroider like that, it's amazing.

Now, for the real question : how "allowed" would it be for me (White North Scandinavian European blonde girl) to wear a Lehenga Choli (photo for reference purposes) NOT as wedding attire. Just, because that skirt and that top is immaculate, and I'd love to wear such outstanding pieces of art for ANY reason. No even necessarily as a set, but just to enjoy how amazing wearing such craftsmanship would make me feel.

There are so many discussions everywhere about "appropriation" and "non respectful" acts towards other cultures, I guess I'm getting self-conscious and worried about offending anybody. On a reverse physiology aspect, I honestly wouldn't mind seeing someone from another ethnicity than mine, wearing a Bunad, Bäckadräkten or Kansallispuku - but maybe everyone has a different outlook on the question.

Thanks for sharing your input :)