According to a website called: kathysfastfoodtoys.com the hair was a loose piece.
"We also have the U3 "Daisy" mcnugget toy but she is missing her hair so we substituted a "Boomerang" hat so she won't be topless (she's wearing it backwards in the picture)."
The hair could've very well been a piece that was glued on but came off over time.
Also I've never seen the U3 Mario toy, what is is?