In Australia bike helmets are banned in 7-11, Fuel stations, Banks, Pubs, Casino's, Festivals etc for the same reason.
The point I am making is that you can't ignore the possibility of bad actors now or in the future. There are layers of cultural differences and social mores and in a multicultural society you can't just import one aspect of a culture without considering the foundations and layers on top.
But export that same cultural desire via a migrant American residing in almost any other country in the world and it would seem out of place in the context of the local culture. People would be weird out by the creepy American who insists on keeping guns in his or her house.
Same goes for the Burkha. Take it out of context of it's deep historical and cultural context in it's birthplace and it is an anachronism; like taking Mt Fuji and placing in the middle of Saudi Arabia.