You should never be made to feel embarrassed for wearing the uniform of your Country. If other people feel uncomfortable that's their problem.
Maybe the lady didn't handle the
PR particularly well but that aside and FWIW there are a (very) few G4S "operatives" who seem to have issues with airline crew travelling as passengers whilst wearing uniform - I would imagine the sight of someone wearing a "genuine" military uniform would send those individuals into complete melt down.