If it is a running joke, it must be one aimed squarely at women and/or hairdressers; it's completely lost on me.

That's sort of my point. Here sit two guys in the US, not much inclined to fashion at all, who both remark on how bad Sally's hair is. (Probably partially due to the fact that she's pretty but, IOHOs, could be much prettier with a different hairstyle.)

Those of you in the UK find it uncommentable. Fair enough. Cultures differ. (For example, Jane is obviously supposed to be phenomenally attractive, but I wouldn't say that that would be the widely accepted opinion in the US. I doubt that US people would generally find her to be the most attractive on the show. Not that she's ugly by any means. Then again, I don't get why people find Julia Roberts attractive, so maybe I'm wrong.) I just wasn't sure if this was a case of it or not.