We're all agreeing that Zero and X do not have male equipment
I think X might be anatomically correct, because Dr. Light was a bit of a pervert eccentric. In my experience, most men think male sex organs are good things to have, and would definitely want their "son" to have them. Zero, Sigma, etc., probably don't, because Wily and Cain didn't have the same kind of emotional investment in their creations, I think (not that they didn't have strong feelings, just not the same kind as Light).
raging cases of helmet hair
Not necessarily, it could be resilient fiber with a 'memory' for its original state. It could bounce back as quickly as you want.
I'd have to say he wasn't built with it
Zero had hair under the helmet to begin with. I don't have R20 here now, but I found some kind person's scan of a page of X1 design sketches and cropped it here. (Sorry I can't credit the scanner, but I forgot to make a note of it.) There's enough of a cutaway of the helmet in the back, you can see hair gathered underneath it. So I think he has it all along.
X would most likely have hair
X ought to have hair, but Light couldn't complete X to his satisfaction. In addition to not completing the safety checks, who knows what else he didn't complete? I think hair would be a lower priority than safety, but Light is a strange person...
reconfigure their own hair style
I haven't given enough thought to Redips or Lumine or anyone else yet, but I agree Axl probably can't do a partial transformation, like hair only.
You can see it too, right...?
No, I refuse to accept those eyebrows! The horror!!! (shudders) ^^;