The hair we no longer need is being slowly evolved out. There was a time when we needed it, and evolution doesn't happen instantly.
The hair on the head is pretty useless too.
When evolution does take place, I hope all hair goes.
If you don't want to wear a hat or put sunblock on your scalp, scalp hair is naturally your hat. I like wearing hats, sunblock stinks, and I don't have enough time/money to keep my scalp smooth daily, so I want that to go with the rest of my hair. But I love crazy looking hair styles, colors, so anyone who wants scalp hair can keep it.