I have considered this many times. Generally during times of intese migraines.
This is mostly why I shave my head as well... I will go through stretches where I can't shake the migraines and I will start to want to pull my hair out, I get this illogical idea that my hair causes the migraines... So I will shave my head... the pain stays, but I can't put the hair back...
I can't tell you how many times I have went through the same thing and never remind myself that shaving the head won't solve my issues :)