Trump wears his hair like that because he's got his own personal style. He even jokes about it.
I personally like it that he goes his own way and doesn't care what others think.
Reminds me of those commercials he did a while back (credit cards?) where he was on top of a building or someplace windy, and his hair was going all over the place. I thought those were pretty funny (obviously they failed to sell me something, though). If he were uptight about his hair, I doubt he would have done those commercials.