prison isn’t supposed to cater to the demands of inmates.
To be fair, they aren’t supposed to wantonly crush those demands that do not cross security/safety lines, either.
But the disguising of an inmate - allowing them to alter their appearance - is most assuredly a security issue.
Under federal law, prisons which accept federal funding (that would be all of them, by the way), must accommodate the religious practices of inmates, unless the prison can prove it has a strong reason not to.