Even though they're both called masks, they function in different ways. The Bonewicca mask sits on the front of the head without affecting the character's hair. The chocobo mask is more like a hat – it covers the whole upper half of the head and turns off any parts of the hair model that are under the hat.

Hrothgar don't seem to be able to wear anything that needs to turn off half of the hair model. Things that just sit on top are fine, and things that cover all of the hair like hoods, but not just normal hats.