There's nothing wrong with studying the culture, I think that's important.
If I studied the culture of Rome (as many people do), I might try on a toga to experience what it's like (as many people also do). On the other hand, if I wore a toga on a daily basis while conducting my studies it would just be...odd, wouldn't it?
Budo is not about "studying" a culture. It is about becoming a part of it. I don't think there is any other reason to study martial arts, in fact. If I wanted to get as deeply into the mindset of a Roman Senator as I could, you bet I would wear that toga around and I wouldn't give a fig whether people thought it was odd.
There are non-cultural systems which are purely self-defense oriented, purely combat oriented, purely competition oriented, purely health-oriented, purely delusional, and any combination you can imagine, which would better suit.