If a woman chooses to wear a headscarf, then that's her business. As long as it's her choice and no one is forcing her to wear one, it's perfectly fine. How would you feel if I ran up to you and ripped off your cross? What the guy did was stupid, immature, and insensitive.
But I also agree that the burka is too extreme. In fact, it freaks me out to see women covered from head to toe with only their eyes showing. It looks so uncomfortable that I can't imagine how they would ever want to wear it.
My dad once had a conversation with a Muslim Egyptian doctor in which the doctor scoffed at the burka, saying that most of the time, it was just there to show off how religious the wearer was. I remember a similar scenario during the holiday season, when I saw a car with an immense menorah strapped onto the roof. I suppose that a Christian equivalent would be wearing a gigantic cross for all the world to see.
But I digress. The point is, the headscarf is not the burka. In fact, in the late 19th - early 20th century, many female Eastern European immigrants wore headscarves, not because of their religion, but because it was the style at the time. Should the immigration authorities have ripped off their scarves, too? Idiot.