Did we see any other Deltan women besides Illia? Maybe she chose to shave her head for some reason. Perhaps the shaved head is part of the oath of celibacy?
Again, I refer to Enterprise where Mayweather describes a time when he was growing up when Deltans were visiting his family's freighter. He described all the women that visited as bald.
Now, okay, maybe being bald is only fashion thing that Deltan women choose to do. I suppose we could go all day with this.