Think of a cat or dog puffing out when they are cold. The pores around the hair follicle also tighten around it so it doesn't blow away.
i think you're on to something here and my own baldness is due to my hair follicles lacking that resilience and my hair just flying off in the breeze. i'm guessing that any motorcyclists that ride with open-face helmets never need to shave because of the same effect.
My cat is smarter than me - it has all its hair, but it can't use a straight razor.
T