I think you probably gave a dishonest answer. You know the host would have been highly offended. Why should any Christian bow down to a pagan religion by putting a symbol of oppression on their heads?.
Actually, the answer was not dishonest. A gracious person such as the current First Lady would not deliberately do something to offend her guests or hosts. Just as she would not deliberately do something to demean herself.
In this case, I honestly believe she was simply being gracious, and I am sure she quickly removed the scarf after the appropriate moment had passed.