Smooth my friend, seriously, dont take the likes of this to heart.
I'd get the odd comment on my hair EVEN from girls that FANCY me.
99% of these people will bring it up because they don't actually see it as that big of a deal. If they did, they wouldn't mention it. Most will have no idea that it actually annoys you.
A girl in my class said to me "hey i didn't notice you were kinda balding before". I just laughed and wasn't annoyed at all. She wasn't trying to be smart or to hurt my feelings so her saying that doesn't chance anything i dont already know - so why would i be annoyed? Actually, i took it as a compliment as id seen her every day since jan i was shocked she hadn't noticed it before!!lol
When it comes to guys like this - honestly, why would that annoy you at all? During my bad shed over the summer i got a few comments on it, but none were really hateful. A friend once said something in front of everyone, i just laughed and said "so what man? you've always been ugly". It was a joke and there was nothing more thought ot it. In most contexts you're best just laughing and not caring. In that context this guy is a smart-*** type of guy so the response was fitting. Again, it didn't spoil my night and all, i didn't lose any respect from anyone (Why would you?) and i went out and pulled a hot girl. Fact is i would go around my my mates house many times and head out with maybe 10 other guys. I could have the worst hair loss out of them all but still can do as well as anyone with the women. Guys dont care about another guys hair so if you can still keep confidence with the women then you've practically shown extreme confidence beyond any hair loss issues.
Lastly, i would say, just because he brought it up after u mentioned his hair doesn't mean its the end of the world. Fact is, you triggered a nerve and he instantly looked for something to attack you about. Perhaps he noticed a bit of hair loss but that doesn't mean it predominates your appearance or anything or is even that bad. Remember that. Sometimes we lose perspective. I know because sometimes i feel i look bad and i dont have confidence with girls, other times i feel good (probably irrationally) and do really well!