This guy doesn't look like a professional soldier, you are forgetting that the many Germanic tribes during the period of Caesar had mostly long hair, a lot also with knobs. And considering this is a Nord and not an Imperial, I find it more likely seeing this guy with at least some hair.
Well, he might not be a "professional soldier" in the sense of belonging to a military, but it looks like he makes his living by hurting things and people...not the kind of guy who worries if shaving his head will make him chilly.
And while barbarians often had long hair, (even the tribes which shaved the nape left the remaining hair rather lengthy) Nords have been mostly "civilized" by the Empire, and while that has begun to fall, they still live in large cities and not clan based tribes, and I'm assuming that traditional hairstyles are still considered unfashionable among the ruling elite (and any who wish to serve them, including rough and tumble mercenaries)
Anyway...not a big deal. Just sayin' a bald head doesn't surprise me at all. The whole nonsense about "losing 80% body heat through your head" started with a failed army experiment where they didn't give soldiers caps along with the rest of their cold weather gear. If they had been given hats but no shoes, we'd be told that you lose 80% of heat through your feet.