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>> How important is Modesty in Christianity?
God's People will always exhibit careful, yet not extreme, modesty. For example: a burka is extreme and sexist. True modesty for God is for both men and women. Additionally, along with such modesty, is the importance of temperance in all things. The purpose for modesty is that one has no desire for personal aggrandizement. God's True People recognize that all glory, honor, and praise rightfully belongs to God, the Creator. The purpose for temperance in all things is that God's True People recognize that our bodies are the temple of the Holy Spirit and should be kept as such.
You'll notice, in the Bible, that God's People, the true religion, are always symbolically represented by a modest, comely, sober, and chaste woman. The false religion (which includes those whom claim no belief) is always symbolically represented by a lavishly decked-out whore -- drunk with her own fornications.