No, you are not crazy, I feel the same way. Only I tried several times to grow my hair back for the cold Minnesota winter, but after 2 or 3 weeks, I shaved again. You can really tell when you have drafty windows at home, the back of your head can really feel it. Actually wore a stocking hat in the evening while watching TV!
I'm not sure why some of us feel an attitude change when sly, it's not that I feel tougher. In my case, I know it takes a lot of guts to wear this style, and many more wish they did.
I pay more attention to how I dress. Dark or black shirts seem to look the best. I also like a bright color(lime green or orange) shirt in the summer when I get really tan.