Concerning head veils and contexts
In Islamic Saudi Arabia…
In the audience with the Holy Father…
So, in the Arab Muslim country where women have to cover their heads, nothing.
In Rome, where it is the custom of women to cover their heads for audiences with the Vicar of Christ, veils.
Also, I noticed that Melania Trump asked the Pope to bless her own Rosary, before they were given Rosaries by the Pope.