@Pippinwhite -- I have to say your average muumuu is about as attractive. When I visited Saudi Arabia, I wore one, just to minimize the stares and gropes. I wore one in a lighter color because of the heat, but it was also a very lightweight fabric. I wore hijab, too -- again, to minimize the crap.
Like you said, if women choose to wear these, it's none of my business. But in the West, we don't ask visitors to adhere to any dress code -- unless you're in a house of worship where a certain code is respected. But in general, tourists wear what they want. I met some wonderful people in Saudi Arabia, and I feel great pity for them. I'd never go back, though.