X would probably be offended by learning something like that from Sigma.
Also, about the debate with Mega Man having black or brown hair... it was only 8 bits, they didn't have a whole lot to work with. Well, I say look at the concept art and official artwork for such characters.
As for X, I'd have to say that his hair could be optional. During the times of peace between each Maverick Uprising, he could have hair, and it could be brown, or black, or whatever. But when a Maverick Uprising begins, he'd have it swapped for like an extra layer of armor. After all, if you damage X's head enough he'd probably stop moving, and it'd be best to have a bit of extra protection there. Sensitive equipment. It's the same reason us guys wear cups.
As for Zero's hair... well, he's the Legendary Bishie Bot. I won't elaborate further.
But the other characters? They'd have hair so that humans would be more comfortable with them. I sure as hell wouldn't be comfortable if like an office receptionist looked like, oh, I dunno, Neon Tiger? Or Magma Dragoon?
And about Vile's face, I remember reading something about Vile once having human features, but had them removed in order to have more room to install weapon systems. So who knows, maybe he used to have a face.
But, I think the whole deal with Rock's hair color or Vile's body is getting off-topic... so yeah.