They were models, it was their livelihood at the time. There's no way they're going to shave their heads for a chance at winning a leg. It wouldn't guarantee they would win the race. They made it to the finals and didn't win the race. They would not be allowed to wear a wig to model, and especially Brandon. His hair was his selling point. Wigs have come a long ways since back then too. They weren't natural looking like some of them can be today. I'm not a fan of Nicole but I give her a break on not wanting either of them to lose jobs.