This is a really poor analogy. I am trying to fathom why someone would liken women to wrapped candy. The mind reels...
How about this?
I'm not Muslim, but as an Orthodox Jewish woman, I was married, and I also covered my hair.
But besides hair, we used terms to describe all issues of modesty when it comes to the human body.
If you had a precious jewel that was worth thousands of dollars, many people would take it, when it isn't being used, and put it in a safety deposit box. Is anyone ashamed of the jewel? Certainly not, but the owner shows how precious it is by keeping it hidden until it is necessary to be used.
This is often the way Jews think of the modesty of the human (most particularly female, but nonetheless) body. Because sex and marital relations are the holiest activity humans can participate in, and because it is one of the most private, private parts of the anatomy (including the hair of Jewish wives) is considered titillating for one's spouse. As such, the human body is kept hidden until it is needed for its purpose, sex and marital relations.
It is respect and honor of a woman that is being maintained by covering that which we do.
Muslim women have the same respect for themselves, although I understand that they start covering hair at the onset of puberty (or sometimes earlier).
It is no shame, but an honor to cover one's hair in modesty, especially as it is being saved for one's husband.
It's one of those things that Jews and Muslims agree upon. It's a beautiful thing.