But as he sulked afterwards, presumably because of his DM stopping the girl, I do wonder if he would have also sulked if the girl had said no?
I think @BeSpoonyRedCat that you did the correct thing in gently letting the sweet girl know that it wasn't a good idea for her to show her hair to a male, as goodness knows if, or what, trouble that could have got the girl into. I also think that you should tell your DS that in the little girls religion, older girls and women have to cover up their hair because their "Bible", the Quran, says that they need to be more modest when not at home with their with family - hopefully your DS won't ask specifically for the age that becomes necessary for female Muslims, but if he does, you can quite honestly say that you don't know at what age that happens.
With some luck, your DS won't keep on asking you, but if he does, maybe you could say something like, you will try to find out more for him, and then discuss the issue with the people close to you, who love your son, and who's opinions you usually trust, and agree with.
However, you can, and hopefully did, explain to him about respecting other peoples minds and bodies, and that if they say no to something, or seem at all reluctant to show, do, or say something that he - or anyone else - has requested, then he is old enough now to understand that he mustn't try to cajole someone into doing what he wants, and that if they decline, he mustn't sulk, get angry, or show any other negative emotion, even if he is privately disappointed.
Of course, he must also know that he has the same rights himself, so if he wants to deny, or refuse anyone else, any access to his mind or body, he is perfectly right to do so. You could reiterate that his mind and body deserve the same respect, as anyone, and everyone, else. I think you would be ok to tell your 10 year old son - if you think he is mature enough to take on board what you are saying - that even though we should all respect another person's right to choose for themselves, you don't actually agree - obviously, only if you don't agree - that any community, or religious laws, not coming from within our own democratically elected Governments (over the years), should be able to make anyone within their 'imagined' jurisdiction, follow such controlling rules, and especially not just because they are either a female, or a male.
Sorry for that last paragraph - in particular - as I am struggling to understand what I am trying to say, so hopefully anyone still reading this has better comprehension skills than I seem to have at the moment! Unfortunately, when I try to improve it, it just gets worse, so I am giving up for now! Good luck OP, I think you are a great Mum, and also a very useful and helpful, member of 'The Village', Thank You xxx