When wigs looked like horse hair, many frum women did not cover their hair. Now that they look so nice, many women now cover their hair, so that is a big plus. And some have a hechsher, cause we don’t want that indian hair avodah zorah tarfus on our heads!
On the other hand, I saw a shaitel yesterday that had almost neon orange high lights….way too much! (and the woman likes it like that).