Given the lack of anything inside it, they wondered what was supporting the head scarf
The last three times I went to the UK with my wife, see is Mexican and could be mistaken for Arab, the authorities gave her extra scrutiny and none for myself. The agents were courteous and respectful and the delay was just a few minutes.
The last time we went to Spain, customs singled me out and waved my wife through.
This is all about safety and so long as it is done with respect and courtesy I have no problem with it. The TSA is a whole different subject.