That just goes to show the difference in mentality between those with hair and those without. When you have it you take it for granted, but when you loose it you will go to any lengths to get it back. The accusations of vanity I feel are incorrect. It is not about trying to look beautiful, it is about looking normal.
That's everything though, we always take things for granted, If for instance you where to have an accident, in which you lost your legs, You would feel like a complete idiot for being so obsessed with something as unimportant as hair.
Your also saying, that to be normal you have to have hair? This seems wrong, Normal by who's standards exactly? what exactly is normal looking? I've seen plenty of people with full beautiful heads of hair yet I'm not sure I would classify them as normal looking. Being normal shouldn't even be a priority, normals boring, and in many senses impossible to attain, since there will always be someone who disagrees with someone else, on what normal is.
On us being vain, well, I'm not really sure that it's impossible, A lot of us do seem to be obsessed with the way we look, that is "vain" By some semblance of the word. Since we have no hair to be vain about, we are vain about that exact fact. When I think of vain, I think of someone who is fixated with a part of themselves that they find beautiful or better then someone else's, Someone can be vain with about any part of their physique, In most cases however with hairloss. Instead of puffing people up, with arrogance and such, it sucks that exact thing away from people who lack or think they lack something crucial when it comes to their cosmetic appearance. But simply because it's not a textbook reaction, doesn't mean being vain is an impossibility.