My answer is that she's a lying, hate, filled hypocrite. That she does this as a cultural Marxist insult to western culture. It has nothing to do with her personal comfort adhering to traditional Muslim morals and culture. So I note on the Gay pride march she has bare forearms, elbows and ankles and the top three or four buttons of her blouse are undone. In many traditional Muslim cultures this would still be considered dressing like a whore.
But the more important point is what is she doing on Gay pride march? Traditional Muslims codes of dress modesty are totally incompatible with Gay rights. The dress codes apply to mixed gender settings. Muslim dress codes in single sex settings, such as bath houses are completely different and may even involve complete nudity. But what ever, no Muslim culture requires women to wear head scarfs in a single gender setting. The whole purpose of Conservative dress codes whether Muslim, Christian or anyone else is to stop illicit sexual activity, to make sure the women remains faithful to her owner / husband. Allowing gay sex makes a total mockery of that.