To answer the question of the topic, she's simply being courteous. It also used to be called good manners, or respect.
She's visiting a mosque, so she is covering her head similar to what was required in Catholic churches until 1983, and a change in Canon Law.
Many Christian churches in the world still require women to veil their head. Particularly in Russia. Putin has made it crystal clear that foreigners must observe Russian customs, so that's a heads up if anyone is visiting. Show good manners like the NZ PM!
