Just out of curiosity, why the generalization and coded language ("welcome to multiculti (sic) Belgium"? I imagine it's more of a one off than anything, as you yourself have said Muslim's you encountered in Germany weren't like that. Ignore or respond, but either way, keep it moving.
At my gym, I've seen some Muslim guys from the Gulf states shower nude, while others shower in their underwear. I haven't had anyone tell me to keep my underwear on, but have had a white guy tell me that my Molton Brown body wash smelled unpleasant. My response: "You can either wait to use the shower when I'm done, or buy me something we both find agreeable for me to use when we run into each other in the shower." No need for me to generalize or be frustrated with all white men in the locker room over that comment. Who knows, others may think the same but keep their mouths closed.
It's a locker room. Both of you know that. Either way, resorting to coded language about immigration, cultural values, and whatnot shouldn't be the first thing to pop into your mind, unless you were hearing it from the same demographic on a regular basis.
Just food for thought...