Mendes proved what your (okay my) mother has always said. Covering up, or, not showing that much skin is sexy too.
Want to copy the look? A maxi dress will do the same job a jumper would. To keep the dress lightweight and movement friendly, choose one in jersey or silk material. Cold outside? Wear some opaque stockings underneath, and maybe some boots (it's a maxi dress, you can't tell!), but be sure to spray on some static free spray!
How do you like Eva's look?