Well I'll try to be gentle ...
I think the fact that you even pose the question, "how do you know they're not men?" demonstrates the ludicrous depths the debate has sunk to. And by that I don't mean you personally are dragging it down, but that this is where we as a nation have come to, and it's a sad thing.
Stop and think about it for a minute. We are talking about an item of
female attire. Why is it reasonable to even
ask whether a man might be hiding underneath it? Why would a man be doing that? Has a security guard
ever had his cash delivery stolen by a robber disguised as a muslim woman? And if that has ever happened, what proportion of offences were committed that way, compared to more traditional means of surprising and disguising, such as roaring up alongside him in a Ford Cortina wearing a balaclava?
If Arthur had been carrying a substantial amount of cash, I would have expected him to have been alert for all the more common ways that someone might try to steal it from him to the extent that a load of burkha-wearing women at the bus stop shouldn't have made him any more alert than he already was.
You are right, by the way, it is not unnatural to feel threatened, but I think people need to face up to the actual reason why they feel threatened. If you are made uneasy about a woman in a burkha, it's just plain old cultural unease that arises from an encounter with the unfamiliar. That's not shameful or racist, it's just human. But instead of trying to displace those feelings and turn them into righteous indignation ("There could be anyone under there! It might be a man out to blow me up or rob me!"), why not use them as a vehicle to de-mystify what is unfamiliar. We all have access to the internet, there's plenty of background reading you could do.
At the end of it all, you don't have to believe the burkha is a good thing for a woman - I certainly don't - but you might just understand
why she's wearing it, and accept her right to do so.