It was an odd situation. For a century and a half, men got rid of their own hair, which was perfectly comfortable, and instead covered their heads with something foreign and uncomfortable. Very often it was actually their own hair made into a wig. People who couldn't afford wigs tried to make their hair look like a wig.
For anyone of a rational disposition, fashion is often nearly impossible to fathom. Throughout many periods of history – perhaps most – it can seem as if the whole impulse of fashion has been to look maximally ridiculous. If one could be maximally uncomfortable as well, the triumph was all the greater.