What are the alternatives to a skin compound that protects against UV? I guess hair or fur, tough reptilian skin, or scales. I guess if we would like to moult every now and then that would be fine, or we could resemble some weird reptilian aliens in scifi movies.
Take your pick. We have a sense of how horrible hairless animals look, although we are hairless animals ourselves, and it is especially so when they are pink skinned animals, because we associate that pink skin with a kind of vulnerability, a kind of exposedness. We have an intuition that dark skin in hairless animals is some what more acceptable than pink skin. Because with pink skin there is the sense that some essential ingredient is missing, namely the melanin compound needed against UV protection.
Another alternative is a form of melanin or an alternative to melanin which would result in other colours besides the reddish-brown or fawn/ruddy colour and the lighter greenish-browns that we display. We could then have all kings of colours besides our dark colours, even the pink that a lot people seem to favour. Perhaps the jet black complexions we see in the worlds oldest populations is the most effective protection against UV, though I would leave that to the scientists.
There a number of theories as to why human beings lost the fur that their fellow primates have. The one I prefer the most is the Aquatic Ape Theory, a theory based on the idea that human beings lost their fur/hair as part of a process of adapting to live on the shorelines of inland seas, rivers, the sea itself etc. Some of the human traits which also evolved from that are also bipedalism, subcutaneous fat, crying in the form of tears etc.