Well of course I know it's to make them suffer more, I was just talking from a purely culinary standpoint. Although the hair is probably sugar, now that I think about it, Yukkuri get sweeter from agony so I suppose it'd even out in sweetness, then.
On a side note, this guy draws the cutest of little yukkuri. I mean the super small reimu with braids that are only fluff and haven't developed in length are so cute. It's like a children-story style of Kiriraitaa.
Kinda like peeling the potato skin off red potatoes if you're making mashed potatoes out of them. You can technically leave the skin on and some people like it, but if you're going for a white velvety texture its not good to leave on the skin.
Or leaving bones on a filet of fish. Some chefs also use little pilars to pluck bones out of an eel before roasting them.
The smaller the animal you eat, the higher the chance the head will be included on the dish just to add extra nutrients, unlike with bigger animals which you have the luxury to be picky and "put the head away or use it to feed dogs and stuff" if you eat something like Cornalitos (fried small fish from Argentina and close places), anchovies, shrimps, crickets/grasshoppers, etc. It probably will come with it's head.
Plus I think that Hy's cooking approach, in general, had always being a more "Traditional Village Cooking" kind of approach.