Truer words were never spoken! Men have been men, whatever be their religion. However your friend is incorrect in suggesting that purdah was followed in India before the advent of Muslims. It directly derives from the cultural exchange brought out by the presence of Muslims in N.India. (the rajputs were one of the first to accept this practice). This system was largely unknown in S.India except in areas of significant Muslim influence.
I think however the practice of a veil, especially in western countries would be out of place. One of the concepts behind the veil is to protect modesty because "it may lead to men having impure thoughts". While that idea may be logical in places with a complete Muslim population where everyone follows the practice, its working in a society where the majority of women are not Muslims would be illogical on the face of it. If Muslim women wore a veil, then the Muslim men would just be "tempted" by those who don't. In those countries, maybe a better idea would be to put blinkers on Muslim men who might otherwise be tempted.
