I am aware that bandannas are not allowed in some places because of GANGS showing their colors, so when I saw the title of this I wasn't surprised. I don't want gangs coming to the mall when I'm shopping with my family and getting in a shootout because someone wore some colors. This isn't about this, but it can cause problems in some locations.
And I'm not sure what him being a Veteran has anything to do with the story? It's not like it's a patriotic bandanna or something he would have worn in the Military? If a non-veteran was getting harassed by mall security for the same thing, would it not be as big of a deal?