Mistress of the Storms, Princess Tempest Corona is Devika's transformed state. This transformation retained her chunni head covering (also a requirement of her religion). Like her very long hair, the magic of the Apocalypse Maiden prevents the chunni from being a problem in movement.
A careful examination shows that her transformed state includes versions of all three of the weapons of the khanda symbol of Sikhism. Devika's faith is a strong part of who she is, so has affected the Maiden design (the same thing being true of the others, of course, but most obvious with Devika and Tierra).