I have considered going natural..but as with many things I am still contemplating.
But I go through similar situations concerning my head wraps. I cover my hair often, for many reasons, but basically because I like to do so. My family has significant problems with it and often say I am attempting the Erykah Badu look, but they are family so what they say doesn't really matter.
So, one day I was at my old job and a customer came in. The first thing she said was "Dang, you look like a towel head!" It took everything holy within me to keep from bolting off a sister girl, but I did it. After she left I spoke to my supervisor and you know what he had the audacity to tell me? "Well, you are aware that our customers are usually non-Afro American so it would be in your best interest to not exhibit any cultural things around here."
Needless to say I quit, after I gave him a swift piece of my "cultural" mind of course. I simply cannot tolerate ignorance, and the world is running rampant with it.