If anyone asks, just tell them you dye your hair. Is there a social stigma about men doing this these days? Probably not so much as wearing a wig still. I wear a full cap and dye it sometimes anyway (when ordering blonde) so I'd be telling the truth. No one would suspect you could dye a wig so it may add to the reality.

Sure the odd grey hair here or there built into the wig is no big deal and may look appropriate, but I wouldn't want to overdo it.

Being bald is worse than being grey, both make you look older, but personally given the choices that now exist I'd rather be neither. If anyone of my friends or acquaintances has a problem with that it's too bad.... get used to it.