Responsa sobre Eclesiastés 2:27

Now I will disclose the shame of Ashkenazim. Certainly one who drinks libation wine (yeyn nesekh) in a gentile’s inn, and eats fish cooked in their vessels, and who is considered strict if he trusts the innkeeper’s wife when she says that she did not cook anything else in them, is not under any suspicion. We do not investigate him, and we treat him with respect if he is rich and powerful. But one who eats and drinks only kosher food, but he does so with his head uncovered, is perceived to be a deviant. Therefore, “the wise man has his eyes in his head” (Kohelet 2:14) and will know to protect himself so that they do not attack him. If placing something heavy on his head will weigh upon him, he should cover his head with a garment of fine linen or silk.