If he had dared to bring his loose lipped wife along on the trip you can bet Michelle would be wearing a head covering unlike Laura and Condi who don’t bow to such nonsense.
unlike Laura and Condi who don’t bow to such nonsense... though Laura Bush recieved some critisism last year on her 'Breast Cancer Awareness Tour' trip to the middle east for doing just that - wearing a head-scarf (in Saudi Arabia).
Personally I think it's good custom to respect local dresscodes when travelling, even if it may be uncomfortable. This is of course especially true when visiting sites of religious significance.
While most western countries pride themselves by being liberal in this sense (for better or worse), I think we'd all raise an eyebrow (or two) if a New Guinea tribesman walked down our streets in their traditional outfit. It would be interesting and a good chuckle, but some might find the... uhm... tube a little too revealing ;)
