I was on a trip recently from NYC to DTW and they allowed someone in Y to do that. He told the FA he had bought a suit while in DTW and was flyign home and didn't have a garmet bag and it was in one of those protected store bags and asked if he could hang it in the closet and she let him and just told him he would have to retrieve it when he deplaned. If they allowed a pasenger in Y to do it, I am sure they would allow an F passenger to do it.
Not sure if they still have these, but a few years ago Delta had these cardboard boxes that you could put a garmet bag in to protect suits and dresses and a friend of mine did that and said they worked great. Only problem with that scenario is if you are carrying on, you will have to wait at luggage claim since they check them.