That wasn't a wig! It was poor ZQ's actual hair with that terrible bowl haircut. LOL. There's quite a few pictures where you can see him trying to hide it by gelling it up and combing it to one side (along with the eyebrows behind thick glasses). There's a picture somewhere with a hat where you can see the razor-sharp bangs hanging down.
But yeah, the intention with the Spock hair is that it is well-plastered and unmovable. Which is why it's fun to see it move.
One of my favorite things in TOS/TVH is all the times Spock goes to a planet or a time where he has to hide his identity by covering his ears and eyebrows. It's always amusing to me. It would be awesome if the new series of movies ever incorporates incognito-Spock. Bring back the beanie!