Why is cailou bald?

He didn't eat enough vegetables and fruit

Same reason his parents deal with his constant whining and tantrums. He has cancer. Every scene in Caillou where you see his parents smiling (which is uncomfortably frequent) they're drowning out his bitchiness and fantasizing about the day the tumor in his head metastasizes to his spine and vital organs, and the prince of darkness eats his soul. They never scold him through sheer pity. The thought being "won't be long now". The show hints towards the fact that his condition is quite severe and live threatening. With the constant hallucinations of his stuffed animals being alive and talking to him. And of course the mood swings. The chemo makes him bald, while mommy and daddy plead innocence in their outer shell, hidden behind a sadistic smile, but they know one day their lord and savior Beelzebub will claim him. Sweet dreams dear boy, sweet dreams...

Caillou was initially created as a baby of nine months. When it was time for him to get older, the addition of hair made him unrecognizable. So we decided that Caillou would never have any hair, and he went on to become popular as a little boy who is bald. Caillou’s baldness may make him different, but we hope it helps children understand that being different isn’t just okay, it’s normal.