Acting as devils advocate I can see where they are coming from with the obvious security aspect, however rather than ignore you it would have been better if they had explained their position straight away.
Comes down to customer service issues which have been covered in other threads recently.
Of course you could have said you are a muslim and are not allowed to remove your headwear in a public place

[Edited on 4-10-2005 by philthy]
[Edited on 4-10-2005 by philthy]