The "show arms and legs" rule might be to combat equipment/clothing/support systems that can enhance one's ability to lift weights. Even "minor" things such as cloth specially woven and wrapped around the muscles in a particular way can make it a few percent easier to lift objects than without - and that translates to several pounds in the range she's in, which could make the difference between winning and losing.
Mind you, I'm just guessing, but if she did win while wearing a hijab people wouldn't be able to stop questioning whether she cheated in some small way.