The hairs seem to get stuck either in the mute switch, or in the small gap between the bezel and the display. Some units are apparently being replaced by Apple, while many others are solving the annoyance by putting a case on it, though the mute switch still remains in play sometimes.
We've had phones tuck at our hairs before, so it's entirely plausible that such an issue exists with the "all-screen" X, too. What to do? Well, the phone is made of glass, has slippery stainless steel sides preventing a good grip, and costs a pretty penny, so a case is a must for anyone but the complete purists.
Or, as one of the best comments on the matter (by sean000) goes "Tap on Settings, General, Personal Grooming. Slide the setting for “Tweezers” from Auto to Manual and you should be fine."