Why is the pallu worn after marrige?

In much of northern and central India, particularly in rural areas, Hindu and Muslim women follow complex rules of veiling the body and avoidance of public appearance, especially in the presence of relatives linked by marriage and before strange men. Purdah practices are inextricably linked to patterns of authority and harmony within the family. Such rules of feminine modesty are not considered purdah but merely proper female behavior.^[6]

For almost all women, modest dress and behavior are important. Clothing covering most of the body is common; only in tribal groups and among a few castes do women publicly bare their legs or upper bodies. In most of the northern half of India, traditionally dressed women cover the tops of their heads with Ghoonghat or the end of the sari or dupatta (Scarf).^[6]

For traditional Hindus of northern and central India, purdah observances begin at marriage, when a woman acquires a husband and in-laws. Although she almost never observes purdah in her natal home or before her natal relatives, a woman does observe purdah in her husband's home and before his relatives. Through use of the end of the sari as a face veil and deference of manner, a married woman shows respect to her affinal kin who are older than or equal to her husband in age, as well as certain other relatives. She may speak to the women before whom she veils, but she usually does not converse with the men. Exceptions to this are her husband's younger brothers, before whom she may veil her face, but with whom she has a warm joking relationship involving verbal banter.^[6]

http://en.wikipedia.org/wiki/Purdah#India