hi brother,
its OKAY! Unless you doing it to make fun of it!
Arabs and Muslims dont mind, infact it makes them happy.
Also, they even appreciate seeing ladies wear an abaya.

They will love you when you respect them, their values, beliefs and traditional values!
Convert to islam then you can wear it is NOT RIGHT. You dont have to convert to be able to wear it.

I'm sooooo surprised to be honest,the western society usually makes fun of what arabs/ muslims wear! but you a westerner want to wear one! WOW

Thanks for respecting their values and beliefs (this usually doesnt happen)