Daas Yochid,
The chiyuv for a married woman to cover her hair is different than other types of tznius (it is debatable whether it even belongs under that category). Which is why chareidi married women today will cover their hair when at the swimming pool even though they are uncovering other body parts that are normally covered.
Do you have a source that the regular heter of a bathhouse applies to a married woman’s hair covering as well?