I sometimes do associate fragrances from my collection with certain characters, but I don't bother with it for cons because aside from being one more thing to pack and worry about, there's the aforementioned issue of allergies.
The other thing about perfume aside from allergies is that the oils and chemicals could potential stain or interact with the fabric of your costume, so it would be a better idea to go with body mist, anti-persperant, etc. It'll go the extra mile and because of how we associate certain scents with gender because of commercial companies that sell Bath and Body products, who knows, it might even trip people up into thinking you're actually a guy!
If you ever want to go super-crazy with historical accuracy you could also research and figure out what kind of scents and hygiene would make sense for the time period. But that's because I'm crazy and think that historical research on random topics like that is fun, lol.