We might be taking Kimchis’ statement to literally. She may have only meant that walls never saw her hair outside of the times when it would be halachically necessary (i.e. preparing for mikvah).
It is less tzniusdik to have uncovered hair in a public place like a bathhouse than one’s home. Pashtus she referenced her home where m’ikkar hadin it is mutar to walk around with uncovered hair, to show that even where it was mutar she was machmir. She wasn’t saying, however, that she covered her hair when doing so would compromise on some other area of halacha.