In her "Lore" she comes from desert world and traditional clothing is similar to well.. What you could expect from cultures around equator.
How she ended up in this planet is another story. (still concept.. lazy)
Note, armor is age old Heavenly Sword mod: http://www.nexusmods.com/oblivion/mods/17800/?
I just fitted it to EBE-E (She wields giant bread knife, ofc she has some muscle is she decides to show it :D )