That happened when McMillan was based in Rome (he was also fluent in Italian). He was later posted to Dhaka in Bangladesh. Among his experiences there was being refused entry to the Dhaka Club, despite being a member. One morning he arrived dressed in the local Bengali garb of kurta pyjama only to be told by the secretary that the rules required a jacket and tie. “But Mr Secretary this is your national dress,” he protested. “But Mr McMillan these are your rules,” replied the secretary.
The Dhaka Club now being largely populated by the owners of the garment factories. Not just natives, but in trade!