Yeah, we gotta wear some sort of hat regardless of the type because just as our fingers and noses are prone to frostbite ie exposed skin, so are our scalps. Even when I had a full head of hair, I still had to wear a toke while working outside because I worked in a shipyard for a few years in the late 70s. I believe something like 40% of our body heat is lost through the head even with hair, it's best to wear something to protect ourselves with whatever we have on hand. The cold wind is a real killer though so I sometimes have to wear my hood on top of my toke. However, I did the same when I had a full head of hair. I don't think hair offers much protection, at least not in my case. In the wicked cold weather, I even wore a sock on my head to keep me warm. It ain't easy being bald but we do the best we can!