The Lord prepares a different path for each individual, and each path comes with its own set of convictions. Someone called to reach out and minister to prostitutes isn't likely to feel convicted to the same level of modesty as someone living in the heart of Amish country. One needs to show God's love to those who have lost all sense of modesty (and much more) without distancing herself so far from them that they cannot identify with her. The other needs to show God's love to neighbors with an extremely high level of modesty and will probably be able to do so better if she is at least wearing skirts or dresses every day. They should both dress modestly, but what that means to each will be very different. Neither should fault the other for her dress since both are striving to live according to the Lord's will in their lives.
What are you eating? What are you wearing? Where do your children attend school? How do you spend your free time? How often do you have guests over? How much do you invest in domestic activities? Do you work outside the home? Which private devotions do you focus on? All these questions and so many more will depend on the path laid out for you by the Lord. Try to be faithful to His call and all that entails for you, rather than becoming distracted by the choices of others you know, since their path is different. When challenged to change a particular area, pray first about whether that change fits with the Lord's will for you and whether that change will help or hinder you in following Him. Don't dismiss it out of hand, since it very well might be wise advice that the Lord wants you to follow. But also don't assume that just because one Christian is avoiding something, then you should also avoid it.