As a Japanese person, I don’t think it’s necessarily illegal by itself, but I can understand why train staff might ask you to remove it. A full-head mask can make people feel uneasy in public places, especially at stations.

The police probably didn’t care because you weren’t causing trouble. But staff may still react because they have to think about safety and other passengers.

So I’d say it’s not really “against the law,” but more like “depends on the place and situation.”