I think there is truth to your statments and I think that I have heard that idea expressed before. However, I would qulaify it by being dan l’kaf zchus that whether or not that is the case, they are not aware of it, and that they sincerely think they are sincere.
I would also add that this issue probably exists to a certain extent anytime a person dresses tzniusly (even when they are dressing in a way that is clearly necessary halachically). I know that I find it hard not to be proud of myself that I am dressed tzniusly.
I think there is a difference between the two although I’m not sure that I can clarify exactly what it is. The point is that even though there is truth to your statement, I don’t think it would be fair for people to come away with the impression that these women necessarily have worse middos than the rest of us, but rather, that they are mistaken in their views.