I share your concern for your dog. Hair loss in dogs, also known as "alopecia" can have numerous underlying causes including skin mites (demodex, sarcoptes, scabies), a bacterial or yeast infection, endocrine disease (thyroid problems -- unlikely in your case), ringworm and allergies.
Is he itchy? Is the underlying skin red? Is the hairloss generalized around the neck or are there circular patches missing?
If you reply, I can give you a more specific answer.
Awaiting your reply....
It's unlikely that a minor irritation from playing would cause him to lose all of his hair under his neck. If the skin is red, there is likely an infection present that needs to be treated. The longer you let it go, the harder it will be to clear it up. It's not an emergency by any means, but after the holiday, have your vet check it out.
Let me know if you need more information.