Hi,

The head size of babies are proportinately bigger than their body size. As a result of which a lot of heat transfer could happen. Such heat fluctuations may cause the baby to fall sick. 

Therefore, to prevent such heat trasfer & to keep the body temperature normal, babies are required to wear a hat. Moreover, a hat could protect the baby from sunlight or cold chills of outside. But it is not necessary inside your house, as the room temperature doesnt have such extremities.

Hope this helps.

Best Wishes.