Bald Cockney is so oppressive (7)
I believe the answer is:
airless
I believe this is a double definition.
'bald cockney' is the first definition.
('hairless' - similar in meaning - said with the 'H' dropped - a cockney accent.)
'so oppressive' is the second definition.
(oppressive can mean stuffy or airless)
'is' is the link.
(Other definitions for airless that I've seen before include "Close" , "Unventilated" , "Lacking ventilation" , "Stifling" , "not a breath of wind" .)