As you can imagine it is not natural for a society to decide that it just isn't clean to have hair lol
The wig trend must of started at some point in the 5,000 years of ancient Egyptian civilisation and my guess is that it started later on with in the 5,000 years of ancient Egyptian monarchical dynasties I'm more than confident that that the afar would walk around and fit in with ancient Egyptians of the earlier period of the 5,000 years history since they the afar share a skin colour,facial features and body types along with hairstyle with the ancient Egyptian civilisation before non Africans conquered it one after the other and made themselfs rulers.
Also when Alexandra the great conquered ancient Egypt what happened was that houndreds of thousands of Greeks and Syrians moved to ancient Egypt so the local populations skin colour would of also changed due to intermarriage between the brown skinned ancient Egyptians and the white skinned Semite,Persians,Greeks and Romans.
One thing we can't deny is that early ancient Egyptians look exactly like the cushite while later on ancient Egyptians display more white skin etc.. Hence why I put up pictures of ancient Egyptians that resemble the Cushitic afar