That was what I was thinking, too, but then I thought it wouldn't really make sense because well, in the episode it's crucial that he passes as a woman. (Even though it's Due South. I'd totally forgotten how silly that show could be!) I'm guessing the bangs were mostly for covering his eyebrows. Plus, the make-up wasn't bad.

There should be a commentary or behind the scenes or something to reveal the mystery! ;)