In a sense, your body is withdrawing into its core and using its outer layers as an exposure suit. But it can't withdraw blood from your head because your brain needs a constant supply. Blood, now cooled, returns to your body core and cools it too. The result is that even a naked diver will lose about 40 percent of his body heat through his head. So wear a hood.
Serious claustrophobes can enlarge the face opening.
Thin hoods and hooded vests are also available and will work well without the restrictions of a thick hood. Even a bathing cap is better than nothing. You can always open a zipper if the wetsuit is too warm. While you sacrifice mobility with a thicker wetsuit, that's only an inconvenience. Hypothermia is misery and can be life-threatening.