I hope you don't mind, but I've previously written on this topic, and I'll paste the answer below:

Burqa is an appropriate term - it may have actually been invented in India.

One of the big problems Victorians often had with Islam in India was the position of women. The colonial government did not actually have the legal right to step in and demand an end to the practice of purdah/pardah (female seclusion, literally "curtain") and issues related to it, and so it relied on Englishwomen of the period. They went as unofficial representatives of their country and as the generally-acknowledged bearers of morality and kindness, in order to take on a maternalizing role in relation to Indian women, frequently depicted as superstitious, childlike, and oppressed, and persuade them to change their own lives. For instance, because middle- and higher-ranking women were supposed to live completely apart from men, they were unable to see male doctors when they were ill or giving birth, and Western writers wrote in strong terms about the treatment Indian women received in childbirth. Indian midwives were felt to be ignorant of any real medical knowledge, and to have gained their positions only by heredity rather than skill.

(Primary sources are few, but it's still notable to me that all secondary sources seem to take them directly at their word regarding midwives without questioning the bias. The first level there is that the female British reformers were inclined to see their situation at home as proper no matter what things were like in India; the second is that by the late nineteenth century, competent British midwifery had been completely muscled aside by male obstetricians through very similar claims.)

Victorians actually did not write very much about the burqa. The most detailed description I've found is in Irene Barnes's memoir, Behind the Pardah (1897), and it's pretty non-judgmental.

Very different from all these are Muhammadan costumes, in which trousers invariably take the place of skirts. The most commonly-worn fit closely at the hips and are gored to a great width at the bottom, their capaciousness depending entirely upon the wealth of the wearer. A handsome pair would sweep the floor a yard behind, but they are caught up in folds in front, and tucked in at the waist, hanging like large ruffles with anything but a pretty effect. The jacket is a little vest-like thing, all embroidery, and the chaddar, heavily trimmed, is generally of net or very thin material. The Muhammadans wear much more colour than the Hindus; the order being reversed with them - the well-to-do classes wearing colour and the working women white.

The Moslem woman screens herself from public gaze even more rigidly than her Hindu sister. The Muhammadan pardah lady's out-door costume - the white linen burqa - is a voluminous, surplice-like garment without sleeves, enveloping her from head to foot, the only aperture for light and air being a small piece of silk netting insertion over the eyes, which are the only features rendered partially visible. The Muhammadan women wear much more made-up raiment than the Hindu; there are strong Hindu traditions against the use of the needle, and therefore as a rule they avoid cut out or sewn garments.

Perhaps it's because the burqa was not worn that often. Women would only be in purdah if they were part of a family that could afford for them not to work outside or inside the home, and they would only need a burqa when going outside, in order to carry that seclusion with them - and one thing that the Victorian sources on purdah generally say is that those women simply didn't go anywhere. Rather than being, as we think of it now, a garment that a woman would put on every day in order to go about her life, it was equipment used for a special occasion. It's very likely that the mixed, individualized reactions in the film are accurate, just because there was no general sentiment on the subject.

(It also seems reasonably possible that Victoria would have found it dignified. She had never really been that interested in clothing, and she spent decades in mourning and in seclusion after Albert's death. If veiling had been a cultural practice open to her, she might have even taken it up herself - honestly, images of her in deep mourning not long after she was widowed are not that far off.)