From the article:

"Stephanie Grisham, a spokeswoman for the first lady, said Mrs. Trump’s decision to wear a black lace veil known as a mantilla followed Vatican protocol that women who have an audience with the pope must wear long sleeves, formal black clothing and a veil to cover their head. In Saudi Arabia, however, the government did not request that Mrs. Trump wear a head covering known as a hijab, or a headscarf, Grisham said.

The Vatican’s rules of attire are not strictly enforced...."

Too long?