That's horsepoop. Some women get killed in Iraq for not wearing the veil. I seriously doubt she runs the risk of getting killed in America for wearing it.
You are right. In America, if you wear a hijab, you might get a few funny looks, but people will leave you alone. In some Muslim countires, if you don't wear one, you might get killed. How can she compare the risk of getting stared at with the risk of death?