My guess is that whoever was in charge of them at the humane society wasn't very experienced with chinchillas. They probably tried to pick it up wrong, and ended up with a giant clump of fur in their hand instead of a chinchilla, who is now left with a bald spot. In that case, It should start growing back in soon, just be careful when you're picking it up.
About the dust bath, I bought a chinchilla a while ago and the breeders looked pretty legit over the web, everything checked out. But when I actually drove down to get her, her conditions were terrible. She's a pretty chin, but her ears were all scaly. When I brought her home, she refused her dust bath for a long time. Eventually, I put her in with one of my other chins and when she saw what was going on, she decided to give it a try. She still hates it, but sometimes I can get lucky and she will jump in and roll around for a little bit.