That's horseshit. It's your girl's opinion.
I'm fully bald now (the entire top of my head grows no hair...I started balding from bad genes at 19) and I can say, without a doubt, girls prefer men with a nice head of hair - regardless of your body. I was at 24% body fat with a full head of hair and had no problems picking up girls at bars (and I had no game). Now at 8% body fat and a much better physique, but totally bald, I have to work my ass off to pick up fat chicks.
When it comes to personal ego, then yeah, muscle is superior. But if you think girls prefer muscle over hair, you're fooling yourself. It goes back to psychology. Females seek out the best possible genes for their offspring, and baldness = bad genes (even though they're the ones passing the baldness gene).
Don't kid yourself.