Madame Vastra, a Silurian, often goes around Victorian London in a veil to protect her identity and to help her blend in with the crowd.
However, she does this when accompanied by Jenny (a human) and Strax (a Sontaran). Now Jenny won't raise any eyebrows from passers by. But Strax is quite noticeably alien. What's the point in wearing a veil when you're accompanied by a miniature potato alien?
As the photo below shows, the veil doesn't even stop anyone from seeing her face.
On several occasions (for example, in The Crimson Horror) Strax's appearance...well...somewhat unnerves potential clients. If Strax is freaking people out then there hardly seems much point in donning a disguise.
Surely we can't suppose that the veil was a fashion choice. Why exactly was Vastra so intent on wearing it?