When I first got Sims I use to be able to do this all at once, unlock the hair for different outfits, change outfits for all occasions, makeup etc. all at one time.
At some point either with an expansion or update it did change to the change outfit first, then mirror to change hair.
I did put the styling station in the home and it does work to do it all at once, but as mentioned above, it does reset the age of the Sim which I did not know until I tried it. The lock does have to be unlocked to change the hairstyle for each outfit if you do want a different hairdo for each.