First of all, we as Muslims believe that Allah is The All Knowing, Most Wise, Most Merciful and we believe that everything comes from Him is based on full wisdom for our interest, that is why we never question His Wisdom in any matter. We believe that the full reason is best known by Allah (SWT), the Messenger (SAWA) and Ahlul Bayt (AS) who are the real successors of the Prophet (SAWA).
We also believe that our human abilities of thinking are limited and can never reach to everything. We know for sure that every order from Allah (SWT) is based on our benefit and we don't question the details.
Hijab is obligatory on females because Allah (SWT) who created males and females made males more attracted to females than females to males in usual situations. Hair of man can be attractive to some females in some situations but females are in general are much more attractive to males. This can be one of the reasons. Men are responsible to work hard to earn livelihood for their families. Hijab of women is for maintaining her dignity, modesty, safety and honour. Hijab also provide safe atmosphere away from sinful acts. Allah (SWT) says in Quran about Hijab on women (So that they are known so that they should not be harmed ( كي يُعرَفنَ فلا يؤذَين)) 33:59).