He did have much publicized transplants at one stage, that were really bad.
Hence he was forced to either always wear a hat or cover them with a wig.

He wore a bad wig (the type people expect to see) and got ridiculed.
Then he got the new system which was much more realistic and I think people got confused.
It didn't conform to most people's idea of what a wig looks like and (as standbyme says) they didn't think or care enough to take the thought further.

The same can apply to any wearer.
If it looks alright, most people won't really care what it is. They're more affected by the fact you look better in general and have more confidence.