Wolf – While I normally don’t weigh in on these issues, you seem to be looking at things the wrong way round. Your Rav would probably not say something if you davened in a jacket/hat either. So why not follow both your Rav and Rav Kanikevsky shlita and wear a jacket/hat?
I guess the point I’m trying to get across is, that those who don’t wear Jacket/Hat when davening seem to do so for personal reasons (ie, they don’t like it or feel it would be “ok”). When one side of the argument can quote Poskim and the other can’t, I don’t see why there should even be an argument at all to be honest.