What, it never falls back?

Part of his super power is probably looking wicked cool, and you can't look cool without a hoodie on.

It's chilly out there

because he's gangster.

Side effects turned his hair in to glue.

CUZ IT'S WICKED COOL BRA

It's apart of the form he's taken. I guess he wants to look intimidating but doesn't feel that is accomplished by his ability to create razor sharp blades from his hands.

Maybe he has a disgusting bald spot and it's glued to his head?

I'm glad i'm not the only one who has pondered this. My hoods never ever stay up. Even the slightest breeze lays the smack down on.

He played a lot of Assassin's Creed before he turned into a bioweapon.

Alex wanted an easy way to distinguish himself from that other guy.  You know, what's his name.  Infamous McLighting Bolt.

Maybe he has the hood instead of the skin that is usually there and it is attached to his skull.

He's having a bad hair day, and he doesn't look good in hats.  So how else would he hide his head?

I am likin the theories here....but i'm not sure if anyone has nailed it yet. keep 'em comin. 

I don't know why its always on, but one thing I know for sure: Never wear a hood over your head in world of Prototype unless you want to get blown away by tanks and helicopters.

Cause developers are too lazy to incorporate Hat & Hood physics.

He's a teenager.

The same reason the soles of his shoes never wear out or his clothing isn't fried when a missile hits him...

It's actually his skin, his body is just replicating his clothing, same way it replicates the clothes of the people he disguises himself as. Maybe he's willing the hood to stay up for some reason.

I'm more wondering why the hell he seems to be wearing like three different jackets AND has his hood up.
He couldn't decide what he was gonna wear, or what?