I think that anyone who can't see that Muslim women are more outwardly moral have their heads stuck in the sand. Of course that's not all encompassing, but in general they are. Even when they migrate to other countries, to a large degree they retain that modesty. Unlike most other religions where the women seem to change to fit the social (immoral) norms of the countries they enter into. That's my observation and opinion of this issue.
On the other hand, there are also a lot more hypocrites as they're watching porn, gambling, drinking, ready to murder someone who doesn't agree with their views, etc., and then praying every morning about the wicked society they live in. It's like the Priests and Pharisees of old who were outwardly modest and pious too, but Christ taught that inwardly they were farther away from God than the Prostitutes.
It seems like it may be that the Muslim religion doesn't attempt to modernize or change as much as religions like Christianity, they keep their roots (so to speak). Modern Christianity changes its laws constantly where almost everything becomes debatable and no judgment should be made. It's like going from one extreme in one religion to another in Christianity where there are no absolutes. The Muslim religion has retained most of the past moral values of women, but not morality in general. By contrast, western culture has gone in the toilet, and western values and morals of women have gone right along with it. As I said before, progress and modernization isn't always a good thing.
But it's not about who is being more moral, it's about who has Christ as Savior. So all the social morality in the world isn't a big help. It's a cultural thing and I believe their religious leaders have done a much better job of teaching and maintaining standards than the Christian church has. They still evangelize and proselytize, while the Christian church does not. At least not on the scale that this religion does. Instead of teaching, we want to feed hungry people, get involved in politics and give money to Israel. They work harder at doctrinal evangelizing. So in a nutshell, that is why Muslim women are (generally) so much more modest than Christian women? It comes down to teaching, something the Christian church doesn't do anymore. They're too busy learning compromise from the world.
Pr 22:6 Train up a child in the way he should go: and when he is old, he will not depart from it.