If someone did get 'caught' it would be the fault of the wearer, not the wig.
The reasons would be:
You made the wrong choices when ordering
You've positioned the piece badly on your head
You've allowed the attachment to weaken
You went from being bald to a head full of hair over-night

You must also remember that not everybody hides the fact they're wearing and will quite happily & proudly let others know.