You should understand that police officers are supposed to be curious of their surroundings and it’s their job to be inquisitive of something new or unusual. Granted to the members of this forum wearing a kilt anywhere is not considered unusual, but had it been 45 Celsius (113F) and you were wearing a knit watch cap and trench coat you would be questioned too, at least if the police were doing their job. Were you wearing a Sgian Dubh with your kilt, because that could have caused the initial interview?