When I see a woman in a burka (in person, not in the media), I see a woman who is poorly acculturated. I strongly believe that whatever your religious preference, you should not wear burkas in the street in the United States of America. We do not have sharia law here and modesty is about not making a spectacle of yourself. This is why the Quakers no longer wear "plain" clothes.

If I moved to another country, I would do my best to learn the language and customs. I would do my best to dress appropriately. Clinging to modes of dress that are highly offensive to a great number of people in your new country is rude and counter-productive.