This answer is to the question, why do Muslim women cover themselves. Though the question was longer than this, but this is the gist of it.
Islam commands all the believers (both men and women) to be modest. Quran says,"Say to the believing men that they should lower their gaze and guard their modesty ----"(24:30)
"Say to the believing women that they should lower their gaze and guard their modesty---" (24:31).
Islam has given a high rank and an exalted position to women. To protect and guard this dignity Islam commands all women to cover themselves. This is to save them from evil eyes.
People argue that Islam does not give full liberty to women by asking them to cover themselves and Islam is degrading them. I, being a girl myself, feel it's the opposite. If you analyze what men think of women, you will realize that they regard women as objects. They think women are for them to use. They are the ones degrading women.  If a woman is covered, no man will look at her with evil intentions. She will not be regarded as an object. This is what Islam wants. It asks men to respect women, to consider them their equals and to regard them as human beings and not mere 'things' for them to use.
Women are precious. Any thing that is precious is not easy to obtain. You don't find gems lying on roads. Prophet (PBUH) said,"The world and all things in the world are precious, but the most precious thing in the world is a virtuous woman". According to Islam, women are too exalted to attract men by displaying their beauty, which, in Islam is synonymous with stooping down to a lower level. In Islam, women shouldn't be the ones going after men, it should be the opposite.
Islam doesn't only ask women to cover themselves, there are dress codes for men too. Women should hide their hair, and their body and should wear loose clothes. Only the face and the hands should be seen. Women living in different countries have different ways of doing this. They don't have to wear that tent like thing which you mentioned in your question.. What women are doing to cover themselves depends on their culture and that tent like thing is more traditional than Islamic. Different countries have different traditions. For example many Malaysian and Arab women just wear a headscarf over pants and shirt or long skirt. Iranian women wear a coat and headscarf. That tent like thing is one of the options available to Muslim women.
If you need more information just email me. I know a website that has pages and pages of information on this topic. If you need the URL, just send me an email. (hey, I am not going to post the URL of another website, on my website. At least not free of cost! ;) )
uitnoa@yahoo.com