Tom hiddleston!

Indeed!

Curious to know why they appear to have gone with his real hair for this series rather than the various wigs he wore for the theatrical films.

It was his real hair in the first Thor too, albeit dyed (his natural hair color is dark blonde/light brown). It comes down to having to accommodate other projects; when he has the time and freedom to grow it out to play Loki he does; when he has other projects that require him to have short hair they use a wig.