Do the majority of fish lack scales on their heads?
I certainly agree with your general observation, but not being an ichthyologist, I can only offer a partial answer, based on a particular family of fish. Within the family Tripterygiidae, most species lack scales on their head, or have highly modified types of scales. A comparative study of 48 species showed that only 2 have "normal" scales of their head (Jawad, 2005).


  The squamation pattern of the bases of the fins
  varies among species. The head is usually devoid of scales
  except for two species that have squamation with body-
  type scales (Matanui bathytaton (Hardy, 1989) and
  Norfolkia clarkei). Several species have head ctenoid scales
  modified into tiny spicules of different shapes (Acantha-
  nectes rufus Holleman &amp; Buxton, 1993, Apopterygion 
  oculus Fricke &amp; Roberts, 1994, Axoclinus carminalis,
  Ceratobregma acanthops, Cremnochorites capensis, Ennea-
  nectes boehlkei Rosenblatt, 1960, Forsterygion malcolmi
  Hardy, 1987, Forsterygion varium (Forster, 1801), Karalepis
  stewarti, Matanui bathytaton, Norfolkia clarkei, Notoclinops
  caerulepunctus Hardy, 1989).


So far, I haven't found a broader comparative study, to support your general question. Someone more knowledge in the area and the literature can perhaps offer a more general answer. This is at least an indication that your observation might be correct.

Reference
Jawad. 2005. Comparative scale morphology and squamation patterns in triplefins (Pisces: Teleostei: Perciformes: Tripterygiidae). Tuhinga 16 (1), 137-168