In the new coronavirus (COVID-19), there are some reports that men are more likely to become more severe than women due to the effects of male hormones. The following studies have reported that men with baldness have a very high rate of severity among them.
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7387285/.
The following NHS-scale is used as the indicator of baldness.
It can be noted that the rate of severity get very high in NHS-scale from 3 to 7.