To me this sounds like utter nonsense. I never actually met a woman who had a problem with baldness. Only men. It's like a certain other subject that only men worry about and maybe 1% of women.
Women generally won't express it. They often won't return advances, though, which speaks louder than words. Not that it matters, as there are far more important things to be anxious about.
I find that men around me are more judgmental of my baldness than women
There's a bit of stigma about a woman commenting on a bald man's head to him.