I always think of that scene from Hot Fuzz where they’re talking about why someone wore a hat low on their face.
“Because he’s fuck ugly?”
“Or he has something to hide.”
Both can exist and I try to keep that in mind. Someone wearing something covering their identity either is cold or doesn’t want to engage with people. If the latter, there’s a slim chance they pose a threat, or they have their own reasons that are no concern of mine.
I note these people more than if they weren’t covered, but I don’t really change my behaviours in normal situations.
You’re not doing anything wrong. A hoodie is a yellow flag without more information. Keep doing what you’re doing.