On the genetic basis of tail-loss evolution in humans and apes (nature.com)

Not to be glib, but Africa is pretty warm. We lost our hair as we were evolving distance running, but we only needed to worry about clothes as we moved north, which, AIUI is relatively recent in comparison.

Primates originate from tropical/sub-tropical Africa where its generally consistently warm. When humans left Africa remains a matter for debate, but even still its extremely recent with regard to human evolution. By that time humans may likely have already developed clothing for other reasons before encountering areas of consistently cold weather.

I wonder if getting rid of hair helped decrease tick and lice borne diseases.