What a silly video, or perhaps edited to make a specific and fairly nonsensical point?
Those girls are poor, working-class girls covering their heads to keep warm (and keep the dirt away from their hair in polluted environments) between the factory and their homes, not wearing a religiously-mandated headcovering. Hats were expensive if you were poor, and would have been kept for Sunday and out-of-work wear.
And it wasn't that 'not showing your hair' was a thing, it was simply that respectable women of all classes wore some form of headcovering outdoors -- it would have been as odd to go out without a hat (if you could afford one), as it would be to us to go out without shoes. Middle- and upper-class Victorian women who entertained in the daytime in their own homes wore hats!
And you didn't 'wear your hair down your back' because that was a sign of a young girl or child -- you put your hair up when you were, roughly speaking, marriageable. An adult woman appearing on the street with her hair loose would have been seen as undressed, not in her right mind, or potentially a prostitute.
Plus who in their right mind would have worn their hair loose doing a factory job? There are reports of horrific injuries where hair caught in machinery. 
So, yes, it's mildly amusing to see early 20thc English girls wearing shawls over their heads in a way that looks very like the way women from some Muslim communities wear the hijab in 2019, but that's about the limit of the resemblance.