Going local?

I've never done the "going local" thing. I believe that as a foreigner my duty is to respect the local people, their customs and their beliefs and I ask them to do the same for me. We are different and there is no use pretending otherwise. I enjoy interaction and learning about their culture or even their language, but I won't go out of my way to fit in. Here I've been quite puzzled by the dress code. Sudan being an Islamic country, women are required to wear "decent" clothing and cover their heads. The local ladies usually cover up from head to toe, either in Indian type of saris or Arabic type long dresses. A few of them also cover their faces and wear socks and gloves. It seems however that different rules apply depending on who you are. "Sudanese" looking ladies get comments if they are not properly dressed, while Black and White ladies can wear pretty much anything (within reason, I usually wear long pants / skirt + a shirt that covers my shoulders). I don't know if this is because Muslim people really don't care or if they believe that we are infidels going to hell anyways, so why bother. During the daytime, I have never gotten any comments, especially when going out with husband and / or kids. However, things are a bit different at night. So last night when going to fetch our Lebanese take-away on the corner, I decided for the first time ever to cover my head. I honestly don't think that most people care. But there is always a rude minority (and that's the same in any country) and I just didn't feel like facing any comments. So, does this mean that I am going local?