Yeah, there is no scientifically documented reason for the male pattern baldness itch. It's very anecdotal...sometimes it might be related to male pattern baldness, sometimes it might not. It also varies so much in intensity/frequency that it's hard to document. I would take a guess that only 30-40% of guys with male pattern baldness get the itch. Most don't seem to have it.
My "itching" started in 2008, the same year I started losing some hair, and I didn't realize it until winter of 08-09. It kind of stopped for a while, though I knew i had lost some density, then as 2010 approached it started getting worse and worse. Spring of 2010 was terrible for me, the itching on my head at night was so bad I would wake up scratching it. I started finasteride and it decreased within the first month, then seemed to go away completely by the third month.