You can wear the shirt, but you can't be surprised when they single you out for more security checks. (Recognition and response to specific potential threats is what critics of "security theater" want, anyway.)
Once you get the check, which was not unexpected, you should expect that if you are perceived as smarting off, then the situation will get worse. Since they have all the power, it can get arbitrarily bad.
Given that this could have been foreseen, expressions of surprise and incredulity in the post don't make sense.
There is a place for this kind of protest. But if you want to advance the cause of freedom of expression, you have to be disciplined when the process you helped start starts unfolding. Do you have a strategy in this protest, or are you acting out feelings about authority figures?
If you're just acting out feelings, you're playing into their hands. The guard will be "stern daddy" (he took this job to play that role) and you will be "misunderstood child." Everyone cries in the end, but nothing changes.
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I went to a how-to on public protests ran by an AIDS activist who was one of the key organizers of many ACT-UP protests in NYC in the late 80s. The particular protest that he discussed was the 1989 demonstration in St. Patrick's Cathedral in NYC, which made the national news, and has been a touchstone since (http://en.wikipedia.org/wiki/AIDS_Coalition_to_Unleash_Power...).
According to the activist, this was a protest in which the personal feelings/animosity of many activists there towards the church, made the entire action not as productive as it should have been, and just generally a messy affair. (Protesters breaking communion wafers, etc. -- means nothing to me, but to a believer, it's a big deal.)
It's a complex topic. I came out of the workshop with a greater appreciation of how much focus and discipline it takes to really bring about change.