Cuz Avery Brooks wanted to. There's no significance other than that.As far as I know, the reason is unknown, however Avery Brooks wanted the character to be bald from the beginning of the series. The producers didn't allow this because they didn't want to go from one bald captain (Picard) to another. Eventually, at the start of DS9s fourth season, they did allow Brooks to go bald.Because the actor liked having a shaved head, but the studio thought it was too bold. And it wasn't till later in the series that the studio and actor felt confident.Why not?all the cool kids were doing itBecause he is BlackAvery Brooks had originally wanted to have a shaved head but the directors said no for the first few seasons but then they relented and he finally shaved his head.Bald head can be more practical.Sisko's look from season 4 onward was how actor Avery Brooks preferred to appear. However, the producers initially felt that audiences would be confused since Brooks had just finished doing another television show with that appearance. They therefore asked that he change it for the show. Later, once DS9 was established, they allowed him to go back.Dome wax is cheaper than a haircut? .I heard someone on staff suggested he go back to the Hawk look. And he wanted to do it.Avery Brooks preferred the shaved head look, but he had to wait until TNG went off the air so that both Star Trek captains on air at the time wouldn't be bald... it was to set them apart.
Given that one's ability to resist Cardassians is directly proportional to one's lack of hair.
Brooks was required to have some hair on his head during the first three seasons as Paramount thought if he had a bald head, he might look like his previous role as Hawk in Spenser: For Hire. (Captains' Logs: The Unauthorized Complete Trek Voyages, p. 102) (memoryalpha:The Way of the Warrior (episode))