Anyone wearing any sort of headgear, including scarves, is not permitted on any ride at Playland, for safety reasons: If the women were allowed onto the rides and one of them were choked to death because their scarf (their headgear) loosened or got caught on the equipment during a ride, then they would be clamoring to sue. This is the reason that headgear of any sort is not allowed on rides; it can come loose and cause injury.
[EDIT]Apparently, as some of my friends in the social sphere have pointed out, these women have never heard of Isadora Duncan.[/EDIT]
If these women simply had removed their head gear for the ride, they would have been let on. The women were issued refunds for their tickets but, basically, decided to make much ado about nothing, IMHO.