Definatly depends on the area, where I'm from there isn't really any gangs and bandanas are not worn except for working out in a cow pasture or doing feild work, so around here someone caring around a bandana means nothing except they just came out from bailing hay or use it to wipe sweat.
But there is a group that likes to cause trouble and they where reble flags and have them tied to their vechiles.

I wouldn't let them where the bandanas out of cation and explain why, maybe take a look into what are gang symbols in your area as well by talking to local authorties or a school princapl.