Think of it like a fetish, the hair is hidden making it taboo.
I know a few Orthodox Jewish women who wear wigs because of religious codes and it makes them feel much more feminine and sexy.
Or as a former professon of mine told us in class one day, he was out studying a tribe for 6 months, all the women went topless, but wore long skirts down to the ground. When he got back to the US, he was indifferent to breasts, but he would lose his train of thought at seeing an ankle. To make matters worse (or better), when he came back mini-skirts were in fashion.
Waiting on the next big fashion statement ~ it combines the mini-skirt with the mini-thong. Oh, yeah!!!!