I am a big coaster fan, and I have done this thousands of times without any problems whatsoever. Hair systems do not offer any significant resistance to on-coming wind - it just rushes over and through the hair - so there is no way a system is going to come off if it is properly attached. If you are in a carriage with another person they are going to get a very good view of your fully exposed hairline, albeit it probably won't be the focus of their attention, so if they don't know you're wearing and you don't want them to know, your attachment has to look sharp.
The only qualification to this is rides that end up in water. A fast encounter with water is a risk, especially with a skin unit. I would sit that one out.