Weird question about my female Egyptian colleagues at work

So I live in KSA and work at a female-only environment (a school) where there is literally zero chance of any man just entering the premises without previous warning from the administration. For this reason, all the women, hijabis, niqabis and whatever in between do not cover up and basically wear regular business casual clothes that are suitable for a teacher. Now, I work with many Arab nationalities and locals in there and I have noticed that some of the Egyptian women never remove their headscarves even though the rest of us are not covered at work. And when I mean never, I mean never ever.

I am directing this question to this sub because the times that I've seen this in my years of work in KSA it has always been Egyptian women who opt to keep their hijabs on even if there is a 0% chance of any man being around or any window to the outside where they can be seen.

I am not saying that all Egyptian somen do this as I know many that don't, but as I said, all the cases I have seen have been Egyptian women.

Is there a reason behind this behaviour?

Nothing against it, just curious as I have never been to Egypt and find it very particular.