My feeling is that this is a comment about compliments in general."A compliment is like a kiss through a veil."
What a wonderfully positive interpretation. I like the way your mind works.Hi mimi!
I am not quite sure of the meaning. I guess it depends on when this expression first came out and who coined it.
A kiss through a veil is not a real kiss. A real kiss should connect with the skin of the other person. So, a compliment compared with an unreal kiss can be said to show untrue feelings.
Interpretation b. (my favourite but I am somewhat of a romantic).
A true compliment should be like a kiss through a veil. As a kiss through a veil shows one's feelings without being in anyway "vulgar", "too much" (remember, it could be an old expression and a brittish one to boot). A kiss through a veil is telling but modest and proper. That's how a compliment should be.