That's probably true, but another reason one could think of might be a practical one, dealing with hair during space travel seems like a pain. You have to cut it, wash it, etc, and washing your hair in zero gravity has to suck.

Seems like there's a good practical reason to be bald in space.

I'm not sure if the typical depiction of an alien is particularly realistic though. I tend to think that assuming similarity to earth based life but in some bizzare exaggerated way is a logical failing that we make. Either aliens are going to be totally alien and not resemble earth based life at all, or perhaps given similar conditions they'd evolve to be very similar to earth based life. I think the latter scenario might be close to reality seeing as of yet it seems like life isn't common in the universe, it may be because it's rare, or it may be because it can only come about in earth like conditions, and in that circumstance I'd expect it to be very similar to us.

If it's simply rare all bets are off I think. Maybe aliens evolved wheels instead of legs.