Was there any mention of hairs as sensory organs, with hair shafts as the 'feelers' and the follicle and skin holding the necessary nerve receptors?
We feel it when they are touched or moved. Goosebumps cause the hairs to stand on end and that extends the range of our sense of touch to the maximum distance beyond the skin. The hairs get separated too, so there is less dampening of the mechanical signal from the hair shaft being laid against others, so sensitivity is increased. So goosebumps provide a valuable service, making us aware of the presence of insects etc.
I would also point out that hairs as sensory receptors, with the ability to stand on end, probably predate hairs as insulation- and very probably existed before evolution of mammals as a distinct group.