Why does the radio need to be wrapped in heavy hair when shooting outdoors? ...

That is a muffler used to reduce wind noise. If it is a hard and porous surface, the airflow will form many high-speed eddies on the surface, resulting in whirring. A pile of hair clips won't produce such a vortex ... but if it's something else, such as the whine of the wind blowing through nearby trees, the muffler can't solve it. In other words, the muffler can only minimize the wind noise brought by MIC itself.