Are you naturally bald or balding or BBC?
I'd think if you are naturally balding that this would be something bring up with the HR department.
Discriminating against someone for something they have no control over, seems really out of place.
Perhaps so if you are even BBC, unless they have a dress code that prohibits head shaving.
Some business have an appearance guideline and being bald may not fit their profile. At college they had a 'hair code for men. Not touching the collar or longer than the ear lobe. And no beard, no moustache below the corners of the mouth. These were viewed as signs of rebellion at the time. Today that same school expects that you groom in a tidy manner, but does not restrict beards or hair length. Those are not issues today.
If you are working for a very small company, there probably is not an HR department. Perhaps the boss is the HR department. Not much you can do then except find another job. He is the boss. You are working for him.