I'm thinking that eventually we'll see something about how baldness relates to everything. It was mentioned elsewhere that Smith was partially or, perhaps, nearly bald. Maybe this means that he was on his way to becoming fully bald (and therefore more like The Observer or Broyles, in whatever sense they may be related)?
Jones knew Smith. If Jones wanted to ask Smith a question, then Jones could assume that Smith would be captured by the FBI in order for him to cooperate. My theory is that Jones was looking to dispose of Smith somehow, and making the FBI go and get him became the perfect solution. Why Jones would want to get rid of Smith I don't know... maybe he had become a danger to all that was about to happen? Not needed anymore? Knew too much? Who knows.
As for the guy who interrogated Peter (I think he's known as "Rogue"), we could assume he was either as bald or balder than Smith. He wore a beanie for the entire episode (with R-R-R-G on it), so we don't know for sure, but I wouldn't be at all surprised if he was in fact at a certain stage of baldness.
The entire show is one big Rogaine ad!