The reason men loose their hair is because of a “genetic disease”, that makes certain hair allergic to testosterone and they finally stay in the sleep state of the hair cells cycle. As it is not a problem in an evolutionary sense, these genes stay in the mix.
We did not loose our fur because of testosterone, as few females have high levels of it. Either it had an evolutionary advantage or it just didn’t matter, like being white or black. Since all of humanity is without fur it is not a “genetic disease”, but one of the attributes we have as being human. It seems though that there are advantages of having hair in some places of the body, suggesting that there were an advantage of losing the rest.