Its because obeying the Creator is important to Muslims.
Within obedience there is reward that's why, its as simple as that. God will reward the women who cover up their beauty like Mary mother of Jesus covered herself.
Ask yourself the question if you disobey the king all your life but then want something from him, do you think he will give it? Why should the king give to someone who disobeys him?
But if someone obeys the king and is concerned in every action that is doesn't anger the king. How would the king feel about that person wouldn't he want to give to them.
Chose the where you want to be, its a simple choice.