What I never could figure out is why Picard is depicted as having always been bald.

Picard has hair. Only the top of his chrome dome is bald. In fact, during the filming of Nemesis, Stewart showed up with the sides way too long, and they had to digitally remove all that hair later ( apparently they didn't really notice during the filming and it occurred to them later. They didn't want to chase him with a razor and them re film the scenes). You could visibly see the hair.

What is that all about?