Lots of people get that me included. Welcome to the club but as far as I know there is no established connection between male pattern baldness and that itch at least yet. Not everyone with male pattern baldness gets it though. I dont shampoo everyday but sometimes that can remove it for that day but it always comes back for me.
It might be inflammation related to male pattern baldness but like I said I dont think there is any definitive connection between them yet.