There is nothing that says men should cover their heads. Muslim men may choose to wear a kufi to show their faith or (as they do in the country where I live now) to show they have gone on Hajj.

If Western men's dress is more in line with the modesty standards of Islam than women's is, maybe the problem is with the ideas about women's dress. Why are men expected to cover their legs and arms but women are criticized for doing so? I think that is the double standard.