If you describe someone's behavior as immodest, you mean that it shocks or embarrasses you because you think that it is rude or indecent.

What is a immodest woman?

: not modest specifically : not conforming to the sexual mores of a particular time or place.

What does it mean when someone is inappropriate?

The definition of inappropriate is someone or something that is not within the bounds of what is considered appropriate or socially acceptable.