I think there's something to it about the active choice of a shaved head - I started going bald fairly early (around 18), and shaving my head really seemed to change people's perceptions of me for the better.
Of course, it could just be that I became more comfortable and confident after it.
Well part of that is that (if you do it right, too thin or lanky and you look like a cancer patient) purposely shaved bald looks far better then naturally thinning.
That it does look better probably helped with your comfort level and confidence.
Of course, it could just be that I became more comfortable and confident after it.