This occurred twice when wearing my Futomaki hat and trying out various hairstyles. I find the hair I want to wear and hit save - the hair saves but the Futomaki disappears. And it isn't one of the hair styles that don't allow hats.
I tried it first with one hair style and it happened, then a little later I chose the "none" bald style, hit save and again the Futomaki hit disappears from my head. When I go back to Wardrobe I can add it again and save and it stays just fine.