WOW...that is ridiculous.
Cathedrals are pretty lax in what they allow visitors to wear. I have never had to wear a head covering...but sheesh...walking around in that outfit..aye carumba.
My wife and I are in Milan as I write this. Women are encouraged to have covered shoulders in the Churches but dress codes are routinely ignored. Most churches and museums are also closed on Monday so they probably had a special private tour of wherever they went.
It looks like (s)he has bulked up since leaving the WH.
There is a chance she was asked to wear a shoulder covering once she entered the cathedral.
NO....No one else would have been allowed into the Church looking like that...WHAT AN INSULT!!!