In an alternate reality where Islam never got a foothold, the Middle East most likely comes under Orthodox Christianity, and the women still wind up covering their heads, and possibly even wear veils due to retention of tribal customs of the Middle East already in place. If one went strictly by the Koran, the only requirement for women's dress is that it be modest. Modesty includes not drawing undue attention to oneself and arguably would be better met by adopting the prevailing dress of the region rather than sticking with traditional clothing that causes the woman to stand out; but that last part is just my humble opinion.
I'm not anti-Christian. I'm anti-stupid.