The thing about cat ears is you can't just wear them to wear cat ears. The same with wigs.
Long post ahead, ho.
Let's just take Lolita out of the equation for a minute and just talk about fashion. Fashion is about looking good, flattering and, to a point, expressing yourself. To be well-dressed, you have to understand what looks good and what doesn't. Colors have to NOT clash, lines have to work, and and outfit has to seem connected. NEVER just throw on something (a wig, jewelry, cat ears, etc) just to have it on. A coord has to be well-thought out and items have to work with other items. There are two questions I ask myself before I add any item to an outfit: Does the item flatter me? Does the item look good with the other pieces?
Now back to Lolita. You can ruin a coord by tossing on a wig that just doesn't look good. Like I said before, every item you wear has to combine with the other items to create a pleasing effect. Wigs CAN be seen as "cosplay-ish" or they can work well with an outfit. Let's take the two questions from before and use them to see if a wig is gonna work with an outfit.
Example 1 (terrible wig choice):
Does this wig flatter her? No. The cut just doesn't look good on her, and the color is awful with her skin tone.
Does this wig look good with the rest of the pieces? No. It has nothing in common. This wig looks like it was just thrown on, and makes the whole outfit look awful.
Example 2 (slightly better):
Referring to the girl on the left.
Does this wig flatter her? No, no it doesn't. the super pale, shiny colors look awful with her skin tone, and she appears to be disappearing into the endless volume. This should already be enough to nix it on the outfit.
Does this wig look good with the other pieces? For the most part. While the colors do technically match, it is much brighter and shinier and it draws all the attention to itself with its mass.
Example 3 (here we go):
The girl on the left.
Does the wig flatter her? Yes. It works great with her skin tone, it's not too shiny, and the cut does nothing bad for her.
Does the wig look good with the outfit? Yes it does. Colors work, it doesn't take attention away, the curls wrap around the hat cutely and it's just generally good.
This outfit also has animal ears. Well-thought-out ears are fine.
An example of bad ears in lolita:
everything else seriously
JUST MAKE IT MATCH OR DON'T WEAR THEM jesus christ this isn't that hard