Yes, human tails are hairless. Here are photos of vestigial tails on humans.
Sometimes our body tries to include traits of our ape primate ancestors. Vestigial tails are not that uncommon. They are typically surgically removed from infants in 1st-world countries.
Years ago, I realized DBZ would be way weirder if their tails were accurately hairless....
I'd imagine comfort reasons also. Hell having a dick can get uncomfortable at times. Like every time I wear pants that are just to tight for a long bike trip it gets twisted around and bent into kinks. I can't imagine having what is comfort wise a second dick on the other side of my groin and pointing down. I can see that pinching itself every time you run or sit down. I really hope there aren't any nerves in them.
I imagine you'd either have to sit on it, which is probably painful (maybe likely to even break it), or wear modified clothes and dangle that shit free for the world to see. Personally, I wouldn't like either of those options.