It makes sense. The actor on a break could go outside, maybe it's windy , or the could go and lie down for a nap, while their hair is comfortably waiting for them to return on its stand.As I said, thin hair loses its setting under studio lights. On some days in Season One, Gates got sent back to Hair & Makeup several times to ensure her hair looked the same in each new scene. And people got angry about having to wait. Wigs are traditional way for productions (both stage and screen) to maintain continuity and efficiency. ie. hair can be styled while the actor is elsewhere.