Societal norms, much like nations, words, and religions, are quite imagined and have no tangible physical basis. But that doesn't mean they aren't "real".Wearing your hat indoors doesn't inherently mean you're disrespectful, and you probably don't mean it like that, but it still carries that meaning nonetheless. Compare it to this: Not shaking hands is considered rude. Why? Who knows? It's a totally arbitrary thing--why should we wrap our fingers around another person's hand in a particular shape, and then bend our elbows back and forth to make our hands go up and down? It's a societal norm. But it's not "just" a societal norm; these are very powerful things with real meanings attached to them over centuries or millennia of use.