There’s two-fer in this post at Zenpundit from Charles Cameron you might be interested in. In the first part he talks about the kerfuffle over Michelle Obama’s not wearing a headscarf in KSA. In the second he passes along an amusing anecdote about when the late Saudi King Abdullah visited ERII. You really should read the anecdote.
Personally I’m glad she dressed as usual. She’s American, not some piece of Arabian chattel. Are (American) people really complaining about this?