It's a leftover from Christian tradition.

1 Corintians 11: 4 - 7 4 Every man who prays or prophesies with his head covered dishonors his head. 5 But every woman who prays or prophesies with her head uncovered dishonors her head—it is the same as having her head shaved. 6 For if a woman does not cover her head, she might as well have her hair cut off; but if it is a disgrace for a woman to have her hair cut off or her head shaved, then she should cover her head. 7 A man ought not to cover his head,[b] since he is the image and glory of God; but woman is the glory of man. 8