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The article you mention comments that:

It's true that there may be some situations in which one might lose a tremendous amount of relative body heat through the head, such as when it's the only uncovered part of the body

which is exactly the situation that MGM·Lion is querying...

Having said that I don't think that it's a 'very puzzling puzzle' though. In my experience, and I live in one of England's colder towns, very few men wear hats/headgear whatever the weather.

I don't own any hats at all, never have. There's certainly no macho affectation about it. Never really thought about it, and have never felt the need.