That depends on what you meanby hot countries. In most tropical ccountries, the people have very little hair. However, that might be due to historical migrations of people.
On a scientific level, hair acts as insulation for the body. The hairier the cooler the body was. In fact, before humans lost most of their hair, they couldn't sweat. The hair acted as insulation and once it left, the sweat glands needed to develop.
Think of your dog or cat. They can't sweat. They don't need to because their fur insulates and regulates their temperature. If worse gets worse they resulted to panting. That's the same as humans millions of years ago!