Superiority complex

I have this theory.
As humans evolved from tree dwelling primates of a million years ago, we began to gradually lose the fur that covered our entire body. As time wore on we started to lose more and more. At one point we were completely covered from head to toe in fur. With the exception of our eyes, palms and soles of our feet, fur covered every square inch of our bodies. This was true for both male and female alike. Eventually, we lost the fur and graduated to hair. We were still pretty hairy as we evolved from Homo Habilis to Home Ergaster and then to Homo Erectus and beyond. Eventually, we became Homo Sapiens Sapiens, the species we are today. Today, we have lost most of our body hair and have plenty of skin showing to prove it.
My theory is that if we are constantly evolving and one of the side effects of this advancement is the loss of our fur/hair, then I believe that bald people are the most advanced humans on the planet. If this were to be true then why do so many bald guys have this inferiority complex? They should all have superiority complexes. The rest of us with full heads of hair are not as advanced as they are.