Here is a list of things I've read people would rather be than be bald: fat, homeless, poor, missing a limb, being impotent, having diabetes, be dead, the list goes on and on. That's why some people on this site are over privileged spoiled rich white boys. But yeah you're going to hear bald jokes. It happens. And I can't go a day without people starting a conversation about hair around me. You just have to accept it.
Fat? Work out, eat well, be HEALTHY for your own sake.
Homeless? You might brought it on yourself or you had a tough life yes. And still there's homeless assistance by the U.S Department Of Housing And Urban Department. From where I come from (Costa Rica) there's even a program exclusively for helping homeless people to get of the streets and work and I personally know several cases where people succeed get an job and move on, as others who chose the thug life or drugs. It's all will in the end, trust me.
Poor? A close friend comes from extreme poverty in Panama (poverty you don't even get to know in the US), literal dirt floor and stuff and that guy hands down studied with a scholarship and overcome himself. He is happily married, a good christian, and aiding his family with the economics. It's all will in the end, trust me.
Missing a limb? Well, yeah you can't regenerate a limb just as you can't recover hair. But at least you'll get sympathy for it and no one, I mean, absolutely NO ONE mocks handicap people.
Having diabetes? That is bullshiit, one of my co-workers who has diabetes and does not give two f*cks. He is a cocaine addict, parties like crazy and is a complete sociopath in every aspect of his life.
My uncle suffers from diabetes and in the other hand, he is making efforts to counteract it by eating healthy, exercising and still working despite his advance age.
What I'm saying is, yes there's a lot of problems we might face but you generally have a choice to correct what you get. That is not the case for hair loss, you are impotent towards this curse, this mock of nature yet society makes fun of it despite the psychological damage it can cause. This doesn't mean you are just going to give up on life because you are bald but no way in hell you have to let people point at you and mock you because of it just like FredTheBelgian said, defend your ground. That's why we are here, for help because we are on the same sinking boat.
And death? No joke, as long as I'm morally, personally, spiritually fine with myself and with God (if you believe in a deity for that matter) I would welcome death with open arms.