Because it is the appropriate form of dress to sell your wares in the meat market - aka 'the club'.
No, but seriously, they are merely playing the mating game. Many males find the more skin a female displays, the more enticing a prospect they become. Girls aren't stupid, they know this. Sometimes their carnal desires are an equal match for the males, hence the reason they dress 'provocatively'. Issues of warmth and comfort do not come into the equation.
I use the words 'many' and sometimes' rather freely. The above statement does not take into account huge swathes of the human population who feel no need to take the above measures.