It´s part of the culture and it has religious connotations. I´m not an expert since I have never worn one, but some benefits might include: a sense of belonging to the local culture, a sense of belonging to the local religion, no need to apply make up if you are having a bad-face morning, no need to fix your hair if you are having a bad hair day, you get to walk "incognito" around the malls (and jumping the queus too!), less unwanted male attention, and so on.

Wearing a Veil is some women personal choice and it must be respected. And I don´t think they hate wearing it, I think you got the wrong impression.
If you have a problem with women wearing veil, I suggest you might be in the wrong country