I have a few guesses.

1. Hair is difficult in VFX

2. Humans have less hair than apes. We see ourselves as more advanced than apes, therefore if aliens are more advanced than humans, they might have less hair than us.

3. Following 2.’s logic, aliens are less corporeal in general. Their design is typically focused on mind and not body. Thus the big heads and skinny bodies.

4. They could be subconscious projections of our inner selves or our early newborn memories when our brains were not fully formed and the is an emphasis on mommies eyes, hands, head.