My brother is balding and does not have the itch too.Balding for nearly 10 years. Never had scalp itch, except maybe for a couple of seconds after ejaculation. Didn't even realise this 'MPB itch' was a thing until I read others posting about it on HLT.
It's not present in everyone and no guarantee that if you stop it you will stop hair loss. It just might be less annoying.
i think it goes with inflammation as my non balding areas are not itchy.