There was a world class runner from Rochester NY named Dick Buerkle. Set the mile record and was on the Olympic team. He lost his hair at an early age and a family member said he went off the deep end- which is probably why he was such an intense runner. So yeah - I know of someone who lost his mind from baldness.
https://www.democratandchronicle.com/story/sports/2020/06/22/dick-buerkle-u-s-olympian-and-former-world-indoor-mile-record-holder/3233665001/“Dick never stopped pushing,” his daughter Lily Buerkle said. “There was no such thing as a relaxed family run around the block. Every run ended in a sprint. Dick’s elbow would always find a way to edge out the person next to him, even if it was his young daughter.”
Known for his bald head long before the look became chic – he lost all his hair by the age of 12 due to alopecia – he graduated in 1970 and became a star runner on the national track circuit, though he remained an amateur.
"As he lost his hair, the chip on his shoulder grew,” said Lily, who also added that later in her father’s life, he was, “forever thankful to Michael Jordan for shaving his head and ultimately making bald cool.”