I think that this is the best advice given. You should not let yourself be treated the way you have, doesn't matter why you are on probation. You are doing what you should on your end to earn respect, and your PO needs to do the same.
My mom said (a lawyer and wearer of Patchouli oil) that if your PO finds it offensive, he can't tell you not to wear it, but he can refuse to see you. She suggests you wear a different jacket next time.