Saudi Arabia's sartorial rules and customs regarding women don't apply only in religious settings but neither I suspect are they enforceable in non-religious settings for non-believers. I don't believe Mrs. Trump exhibited any degree of religious insensitivity by not covering her head when meeting Saudi Arabia's temporal leaders. Also, I suspect that as a Roman Catholic she chose to observe formal religious protocol when meeting the leader of her own faith, a decision that seems eminently and unassailably personal. My Roman Catholic mother, who was quite liberal, likely would have done the same thing. I'm not sure about customs related to visiting the Western Wall and whether its protocols are or can be applied to those who aren't Jewish, but I'm inclined to give Mrs. Trump the benefit of the doubt on this.