to answer your question...

No it is not neccessary for women to wear any kind of abhaya, burka, niqab, unless they are driven by their own/or family requirements to wear one.

You can walk around quite comfortably and safe in the knowledge that wearing a pair of pants, a skirt (below the knee), a shirt or t-shirt(not revealing and covering the top part of the arms at least) ARE NOT in the least disrespectful to the locals.

In short you are not disrespecting anyone b y NOT wearing an abhaya!