Why do Mormons wear head scarfs?

They don't. Members of the Church of Jesus Christ of Latter-day Saints (commonly called the "Mormon" church) do not generally cover their heads for religious purposes. In places it is customary to wear a headscarf, such as Africa, the women might also do so, but this is a cultural custom, not about religion. Perhaps you are thinking of Muslims?

You can learn more about Mormons, what they believe and what they look like, at the "Related Links" below.