It’s never specifically addressed. However, fans have speculated that it may either serve a religious purpose, like many real-life hair coverings, or it may have something to do with the fact that they are Jedi. Very few Mirialans do cover their hair (Barriss and Luminara are some of the only ones we’ve seen), and since Mirial is a very religious society with a distinct caste system it could be that Mirialan Jedi are seen as a sort of priest to other Mirialans and thus may have special dress customs. Additionally, the coverings may be to protect or hide the extrasensory organs that Mirialans have on their heads, which would especially benefit Mirialan Jedi because of how noisy and crowded Coruscant is. (This may also explain why we see Barriss with her covering off in her quarters.)
Hope that helps!
~ Jacen