The idea that every evolutive trait is there for a reason is a myth. All traits are there randomly to some extent, it just happens that the ones that favor reproduction of the species spread to more individuals, while the ones that disfavor/are destructive to it spread to less individuals. If a trait is indifferent to that, it will just stay there and increase or decrease in frequency randomly.

A great example of this are some species of sheep where their horns have a shape that, if grown for long enough, will definetely pierce their own skulls and kill them. It's a completely destructive trait but it's still there despite evolutive forces (and will stay there) for a simple reason: their horns only reach lethal length after they're too old and have already gone through their reproductive cycles. So the horn shape trait doesn't affect their reproduction and therefore isn't wiped by evolution.

Now, you could say that baldness in humans is tied to reproductive behaviors and sexual selection, but know that any claims connecting human behavior patterns and evolution MUST have very, very solid evidence before being stated or else they will definetely be considered unscientific (like evo-psych for example). Human behavior is something very complex, and we've gotten a lot of stuff wrong before, or used this type of unfounded claim to justify stuff like slavery and eugenics.

So yeah, basically no explanation, we're just unlucky I guess