Have you ever noticed that young girls in India favor the braid, but a married women is expected to tie up her hair in a bun. The serial has always shown the conflict between modern professions and age old concepts of occupational classification.
Long hair is a hallmark of beauty in Indian culture. Sita, Draupadi and Radha were praised for their beauty and description of their long dark tresses formed a crucial part in their beauty.
The character of Sandhya is pushing the boundaries of traditional thoughts, plus the training is showing the kind of sacrifices one makes to reach a level of refinement. Come to think of it, gurukul students were allowed a ponytail. When one is getting education or training that not only involves learning stuff, but also incorporating them daily, it does require certain adjustments.