This is tricky.
Mrs May is following protocol by not wearing a head-covering, in common with other western leaders and partners, and indeed most western women who are exempt from the practice of head covering.
On the other hand it could be interpreted as a slight, a discourtesy, and anyone who understands the basics of any form of negotiation is that you don't begin by annoying people whose co-operation you require to get what you want.
The third player in the ring is the anti-oppression lobby who regard women covering their heads as a sign of oppression.
So it's not going to be possible for Mrs May to please everyone.
I don't tend to agree with YMB's assertion that this is a silent advertisement of equality, and I would not expect that her Arab hosts would view it as such, even if it was intended.
I think it more likely that Mrs May is simply following the accepted protocol that western women are not required to wear a head covering, so they don't, and it's nothing more complicated than that.