Uni's hair looks almost exactly like that. When it's wet you can see clear down to the skin. She does itch however, but on her shoulders, not her back. But her skin is nice and soft with no flakes.
I guess it's just when the hair is wet it's more noticable. My hair is like that too when it's wet. It clumps together and you can see right down to the scalp. I don't like it one bit. Hopefully someone else one here can help? Lolli looks really great when her fur's all dry. Hopefully nothing to worry about?