I agree. It's about inner health, it's all about what and how healthy you eat.
Myself, I am at a normal weight right now, but there was a time (a few years ago) when I was underweight (had some health issues and weighed less than 100 lbs for a while). I ate healthy though (my parents took care of that!) My hair, however, didn't change. I've never had any problems with it, it has always been thick!
So, yeah, weight has nothing to do with hair, as long as you eat right and don't have any deficiencies, your hair shouldn't suffer