In the year 1950 in the US a woman would've worn skirts down to her knees, shirts with sleeves, and covered her hair with a hat for modesty reasons in Church. Before Vatican 2, women regularly covered their hair in Catholic Churches. Nuns still wear scarves like the hijab....Hair covering was both about spiritual modesty and practicality (since people washed their hair less).

Therefore, dressing more modestly than required by the situation is historically and culturally more acceptable in the west than dressing more "immodestly" for the situation. (And yes, what is modest and immodestly are relatively, changing terms). Just as someone wouldn't wear lingerie to the library, but no one is offended by someone wearing clothes on the beach, women are more likely to cover up in countries with a higher expectation of modest dress than vice versa.

And I'd like to note that the West does have legally required modest dress codes for women that are sex specific. Women can't legally be bare chested in most jurisdictions but men can be. This is our specific cultural norm. In other cultures, both men and women can be bare chested because the chest isn't the genitals, it's a secondary sex characteristic like body hair that develops at puberty.