Answering "why" is often difficult. I can tell you some things that will help you think about our hair.
Maybe the first idea is that humans belong to a class of animals called the mammals. We say that because humans and all other mammals have two features in common: mammary glands and hair. It is true that some mammals, like the rhinoceros and the hippopotamus and the whales, do not have much hair--but always a little.
Hair makes a good protective covering, and many animals need it to keep warm. Most humans do not have much hair, and we have to wear clothes to keep warm. I have noticed, though, that there are rather large differences between people in how much hair they have and how it is distributed over their bodies.
Maybe you were thinking that humans do not really need hair, but I do not believe that is so. I happen to be one of those people who lost most of the hair on my head. Being bald does not hurt my feelings but it certainly is no advantage. There is no cushion up there to protect me when I bump into a tree limb or a cupboard door. And on a cold day it can feel a bit chilly up there. So I believe that having hair is a good idea and I wouldn't knock it.