After watching the season two Before and After song, I am convinced that the pumpkin hippie's hair falling off his head was deliberate (maybe decided upon after all those takes where the fat blue hippie's hat falls off).
As I was watching, in the previous scenes, he is moving wildly, but in the very last scene with the hippies, he's moving a bit more slow or smooth, as if the performer was trying to keep the hair from falling off until the very end, his last movement looks like something that could have been an attempt to have the hair fly off. As if the hair was attached on in those previous scenes, and then whatever held the hair on was removed for the last shot (when they attached the fat blue's hat to his hand).
I also wonder if they tried to have the fat blue member's hat fall off on purpose. Maybe not the first shot, or the second, but after it happened in each cut, I wouldn't be surprised if they decided to just do what they could to have the hat fall off.
I wonder if the scripts say anything about a hat or hair falling off. But even if they weren't scripted, they could have decided to do that at the last minute.