I find it nice to hear that some stranger is looking out for your safety Graham, even though it was not needed. If she felt that she was doing some good be filling you in on what could happen to you at that time of night and being in a Kilt, then I guess it's best just to let her have her moment.
I probably would have just thanked her for the warning and told her that even if I was gay I don't think to many guys would be bothering with a 6'7" MAN who knows how to take care of his own. But that's just me.