Spwculation:
Elaborate hair styles, including curls, might have been time-consuming/expensive. Wax head cones would melt in the heat and coat the hair to preserve the styling, like hairspray.
Fragrance dissipates over short periods of time, so lack of fragrance isn’t definitive. Unguents (animal fat/lanolin) would have melted too quickly for any class of society in near-equatorial heat and in any event, would need wax added to hold any shape in that climate. Not to say wax and unguent couldn’t have been mixed together as they are in Chapstick.
The function of the head cones has been well known for ages. The Egyptians all wore wigs because they found it impossible to keep their real hair clean. In fact, they considered body hair of any type on an adult to be unsanitary and unseemly. At the same time, they found it just as difficult to keep the wigs clean. Instead, what they did was pile cones of soft wax infused with perfume on top of the wig. Their body heat would keep the wax continuously melting and perfuming the wig to mask any unpleasant odor.