Possibly posing as rats for infiltrations purposes?
http://www.dailymail.co.uk/news/article-1034357/Pictured-Smoothie-bald-squirrel-vets-scratching-heads.html
I bet hillbilly'sa shaved him for fun, there's your explanation.
A military haircut gone too far?
I think it makes them more stealthy. Those furry...er...bald b@stards...