I completely echo your sentiments. The lack of confidence, insecurity and the related emotional/mental tolls that early balding takes on men is the key issue. And this damage is much harder to undo.
Being in a fairly similar boat as you, all I can tell you is that you should probably take another shot at a HT procedure. What do you have to lose, since your present condition isn't gonna improve on its own anyway? If things work out, you will at least spend the 2nd half of your 20s in a much better frame of mind.
The best way to tackle this situation is to think as less about it as possible, and that will only happen when you know your hair doesn't look abnormal/unnatural. So probably you should give it another shot. You don't look too far from your goals. One good procedure should take you there