Jesus never wore a mitre. Dolan was just having a little fun.
Jesus also never wore satin, or lace, or gold, or rings made out of precious stones. In fact, He didn't think much of those who did, in His day.
Incidentals should never be confused with essentials.
When did Jesus have a little fun? In the Garden of Gethsemane, on the Cross, ...?
The Beatidudes don't seem to mention, "Blessed are the funny".