Its not horrible. It can also be your choice to wear a Burqa. Here in Holland we have a lot of muslims and most of us respect each other there's nothing wrong with wearing a burqa. Even in Holland some people wear burqa's youre acting like all burqa wearing women are extremist muslims but they are not.
anyway I feel that we should not mess with other culture's stuff. Leave burqa swag to actual muslims. Gaga uses burqa as a metaphor, but if fans take it too literally and wear burqa for jokes and fun it may drive the people away from gaga's message about power. It's an important cultural symbol of real people, not a party costume.