Yeah, they're serious about the hat. We got the brief in Indoc about wearing the hat. Interview-wise, I'd handle it like Buzz said, and politely point out that they need to put their hat on. Keep in mind, too, that prior to flying is NOT the time to get into a ****ing contest over wearing the hat. You don't want to create a hostile cockpit before even getting there. Talk about that in your answer. (It's like the "FO shows up with stains on his shirt, sloppy, etc" -- don't chew his ass, it's not going to solve anything for that flight. Talk to him at the end of the day.)
At the end of the day I'd offer to buy dinner/beers, and at that point bring up the hat issue. In that discussion, I'd talk about how great Delta is doing, how important the brand is, and Delta clearly believes that wearing the hat reinforces the brand. Show some historical knowledge by talking about how Delta started off as a simple spraying operation trying to eradicate the boll weevil, and that only Flag operators get to wear the hat. As such, Delta is a proud international carrier, and the hat helps signify that.
Be sure to lick your lips at the end to remove your Kool-Aid mustache.