I would say that modesty around the home is important as well, no doubt. Just because one cannot see you doesn't mean you are free to dress immodestly. And even if no one else is around, God is always watching.
I believe one woman went into Padre Pio's confessional once, and since Padre Pio had the ability to read souls, he told her that she needed to repent for the way she dressed. She asked what was wrong with the way she was dressed, as she was dressed modestly at the time. Padre Pio responded "Not the way you're dressed here, but the way you dress at home".
So yes, women should always strive to dress modestly, whether at home or in public.