Why is tznius more stringent for females, such as covering elbows, knees or collarbones? Shouldn’t these apply to males also?
Although there are also principles of tznius for men, the principles for women are more severe.
One principle reason for this is the concern that men will be drawn after women, which is seen as more serious than the concern the converse. The nature of the world is such that men are more drawn to base physicality, whereas women demand a deep relationship, and the concern for men in this respect is therefore greater (proof of this can be brought from the pornography industry: the volume of pornographic material for men that caters for men is far in excess of that meant for women).
However, in a deeper sense, the concept of tznius is inherent to women to a deeper degree than to men. The Midrash teaches that when Hashem created Chava, he told her “be modest, be modest.” The woman is designated the queen of the home, the “interior minister” of the family (her husband is the “foreign minister,” so to speak), and this role is associated with inner strength, beauty, and modesty.
There is room to write much on this subject, but I hope that these short lines help a little.