Sam2,
I hear, but that would be because of a din “makom mechusa” and would theoretically depend on the norms of the society.
I am coming from the language in the Gemara (Kesubos 72) when discussing the din d’oraisa for a woman to cover her head, only refers to heads and makes no mention of hair. Furthermore the drasha from the posuk by Sotah also refers to a woman’s head not her hair. The implication, it seems to me, is that the din is one of a head covering not hair covering and therefore if a woman was bald she would have to cover her head in some fashion.