LB – Why would a woman be wearing a wig before she is married? For medical reasons I would assume. Sometimes this would cause her to feel uncomfortable about the whole issue, but I would imagine that once she gets married and has a spiritual reason to be wearing a wig (sheitel is just the Yiddish word for wig), then she would feel proud to be fulfilling the mitzvah and not feel uncomfortable about her medical issue any longer.
I heard a story of a married woman who refused to cover her hair until she became sick and had to take chemotherapy and ended up losing her hair and started covering her head and continued on after she became better. Sometimes good things come out of difficult situations like this.