Yeah, you really should use a skull cap. When you create the hair groups right on the head of the figure it actually creates new geometry for the figure's head. A saved hair prop that was grown right out of a figures head simply won't work on any other figure, not even figures that use the same base. It has to be that figure and if you didn't save that figure then it works no where. That little gem needs to be in headline bold on the front cover of the manual.

P.S. if the figure you are working on doesn't have a skull cap use the group tool to make one.