I wouldn't call it anger. I'd say it's distress. In my case, this is due to a feeling of helplessness (hair loss is genetic, so there's little that I can do about it) and a sense of identity loss (my hair, up until now, has been a welcome constant. One that I've taken for granted all my life.) All of this might sound silly to someone who has never undergone the experience -- and indeed I would have dismissed it beforehand -- but until it happens to you, it's hard to predict how it might affect you.
Any anger I've seen in hair loss sufferers stems from anxiety of loss, which a lot of men (and women) feel, followed by the perception that nothing can be done to achieve their ideal appearance due to various factors. That perception fuels depression, then jealousy, and yes, even anger. I'd say actual anger is fairly rare, but not unheard of.