I don't pretend to understand David Lynch's mind (which is an especially esoteric mind, even for a filmmaker), so I can't say for absolutely certain why he chose bald Reverend Mothers for the Bene Gesserit. However, if I were a filmmaker
and I wanted a visual cue
which would communicate a sense of unease in the presence of a Bene Gesserit, I might choose to utilize bald actresses in order to evoke an unsettling feeling from my audience. As film, the image of a bald woman with metal teeth immediately makes the audience squirm in their seats whereas evoking that same sense of the ill-ease induced by a Bene Gesserit (which is by default an immaterial effect in the book) it might be impossible to do so in most other ways given the limitations and the time constraints
of the film medium.
If I had a running time like that of Peter Jackson's Lord of the Rings
films, as a director I might avoid using bald actresses and instead use some kind of quick, but very upsetting scene placed at the beginning of the film which would initially establish
the nature of the Bene Gesserit from that point forward. Perhaps a scene in which a BG (in a VERY visually distinctive dress which would repeat during the rest of the film....perhaps a strong primary color) is assisting in the delivery of a new born only to seize the child for herself, literally ripping mother and child apart, leaving the mother weeping in utter sadness as the BG carries the child off to the sisterhood. In less than a minute and without a single line of dialog, you've established the BG character for the remainder of your film. No baldness required
Anyway, that's my take on it, as an amateur film geek