Hoods and full face covering gear have a lot of problems in Skyrim. The Shrouded Hood on any of the beast races looks silly. Clipping issues occur with long hair, wood elf male ears, and now I discover with a Vampire attempting to wear Thieves Guild Hoods. It removes all of your hair. And doesn't appear. Seriously?
If I equip any of the DB cowls other than the one they first you when you first join them, it does the same thing to my Khajiit. Which really svcks, I was looking forward to getting to wear a ninja mask. Good thing this is a FPS and I hardly ever see my character anyways.