unlike Laura and Condi who dont 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 ;)
Not just a good custom, but generally a good idea if you want to make yourself a less likely target for criminals. Tourists tend to be a prime target for criminals like pickpockets. Dressing to blend in with the locals, as much as possible, makes you less of a target.
American tourists are bad at this- a family group of Americans in Paris dressed in shorts, sneakers and t-shirts and carrying all of their valuables in fanny packs stand out like a sore thumb to any criminal interested in relieving them of their valuables.
The head scarf in question was a gift from the womwn Laua was meeting with. It would have been rude of her not o try it on, but she did not keep it on for the rest of the trip. I don’t think I have ever seen Condi in a head scarf nor Dana Perino.