You posted an electron microscope image of a cylindrical hair...

It looks scaly when viewed with the extreme resolution and contrast of an electron microscope. Without that extreme resolution, some details are lost and you can't clearly perceive those scales.

It also looks different in grayscale, and the election microscope can't see transparency. But otherwise, I think those both look pretty identical, they look like hair.

Also, if you zoom in, you can in fact see those scales in some places. (The transparency of those thin layers contributes to making them hard to see)

Not all individual strands of hair will be exactly and perfectly cylindrical. That's an image using an electron microscope, which has VASTLY superior resolution that the simple visible-light methods used. Hair is extremely elastic, so there's no reason to assume it isn't being deformed by tension. Which we know for a fact it is, because it's tied in a knot. Why would the photographer lie about using hair, and use something else instead? What motivation exists to be honest about a grain of sand, but dishonest about the hair?

Hair follicle shape is literally the reason for all the different kinds of human hair we can easily observe. There are several shapes, each causing a different look/texture to the naked eye.

Differences in the shape of the scalp hair follicle determine the observed ethnic differences in scalp hair appearance, length and texture.

See the Structure section here: https://en.wikipedia.org/wiki/Hair_follicle

If you look closely on the right you can see the scaly texture

If you zoom in on the photo, you can make out the scales on the hair.

It looks greasy and false-colored