Yes it is possible that they are being polite. But not in my experience:
In one instance, it was people who I knew for a long time. It came up in a class with Jewish and non-Jewish students. Somehow I had become the voice of Torah Judaism. A female frum classmate came in one day wearing a snood or something, and I was asked why she suddenly did! I told them that they have actually never seen her hair!! Her sheitel was the type that looked obvious to a frum person. They really were incredulous! The next time they saw her, they wanted her to show them that it’s a wig, which of course she couldn’t do in mixed company! I don’t remember exactly how we convinced them: perhaps she showed a female classmate in private…
It also came up once while I was speaking to a police officer upstate, who has seen scores of Orthodox Jewish women, and asked me why “Hasidic” women cover their hair. We were discussing what he perceived as Orthodox women being treated unequally or oppressively in terms of [tznius]. He had no idea that most Orthodox, Torah observant women cover their hair – Hasidic or not! This conversation took place about 21 years ago… Frum women were not wearing custom, long, loose wigs.