I'm sure I get what your saying. A
jump from hairy to hariless would most probably not work, because it isn't likely to be survived through the environmental changes that would be expected. And, it seems that the amount of hair a species has isn't portrayed through their fossilized record, so, perhaps we will never know.
One thing I would like to point out is:
This makes a sudden change (by mutation or{medical\environmental} aberration) to a {thin\short} hair condition highly unlikely to survive long enough to breed a second generation without intervention of some kind.
bold added for emphasis
but, a lot of the evolutionary advances that I've learned about seem
highly unlikely, so perhaps we can't rule this possibility out all toghether. I understand what you are saying though, and it seems that a gradual change is much more probable.