I've decided not to send them back. It's just not worth the trouble, especially since I'll probably have the same issues with the replacements. I'm guessing that's what they were hoping, since if I don't go through all the trouble of sending them back, they won't have to send out replacements.
I hope this issue with the thinly rooted hair isn't going to keep being more common. I checked all my other dolls and most of them I couldn't even see their scalp if I tried.