"You'd have to wonder why they'd shave their heads and dress up in orange sheets to do this."

In many senses buddhism is not a religion in the same sense the other major religions are. They have no one 'god' as such - Buddha was an ordinary man who gained enlightenment and buddhism is about following this path through direct personal experience. It's more of a way of life than a religion in many cases - Zen buddhism is quite remarkable when delved into and is deep whist at the same time being, er, about nothing. Literally.

The monks wear their robes and shave their heads as part of the process of detachment from possessions, and the robes and their food bowl is all they own. This austerity is not seen as a problem, but is desirable as it releases them from worrying about how much stuff they've got and concentrate on developing compassion for all living beings, and a desire to see them released from their suffering.

There is no Western analogy for the place buddhist monks occupy in eastern societies - they are seen as the protectors of the poor and vulnerable and carry a moral authority that simply doesn't exist within our own societies.