There is a Hadith in Jame’ Tirmidhi:
Translation of Hadith: It has been narrated on the authority of Hadhrat Abdullah bin Umar that the Holy Prophet (Sallallahu alaihi wa sallam) said: A woman is an embodiment of privacy from head to toe. When she steps out of the house, Satan watches her. (Jame’ Tirmidhi, Hadith No. 1206) and in Mojam Kabeer Tabarani, the following extra words are reported:
Translation of Hadith: Surely woman is privacy from head to toe. When she steps out of the home, Satan starts watching her (and he makes her look doubly beautiful) and she starts thinking that whoever sees me, I will definitely seem likeable to that person and indeed, a woman is most closest to Allah Ta’ala when she is in her house. (Jame’ Tirmidhi, Hadith No. 1093; Mo'jam Kabeer Tabarani, Hadith No. 9368)
“Aurat” (the Urdu word for a woman) is that entity whose being hidden and covered is necessary, whose exhibition is condemnable and not liked. Thus, when there is immodesty on part of the woman, Satan shows his influence and when she remains hidden/covered, she is in the Qurb (closeness) of Allah Ta’ala.