It's really a stylish choice. There are plenty of ways to go about it!
Some robots do have hair, but it's metal:
Some have realistic hair (though those tend to look more human and are basically androids):
Some don't have hair, but have accessories with the intent to pinpoint a particular gender identity:
And of course, some are just genderless in appearance and no hair at all:
There are plenty more examples out there, but the main point is to just go nuts with it!