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Hmmm...it seems that a HALAL restaurant in Dearborn, Michigan (a community with one of the biggest Arab and/or Muslim populations in the country) would be a good place to find hijab-wearing women, so it's not like a headscarf would offend the customer base.
Plus, one would think that a headscarf would do more for keeping hair out of the food than the baseball caps and visors most McDonald's employees wear.
My guess though is that a long, flowing headscarf would be considered a safety hazard, whatwith the hot grease in the open fryers and the griddles and such. Perhaps if the scarf were tucked into the McDonald's uniform shirt it wouldn't be a problem.