Head protection is something that is individual for everyone - if you feel like you want it, wear it.
Stuff on my head bothers me, I hate wearing hats, glasses (thank goodness for contacts), and I've never worn an helmet in my life. I imagine it would be difficult at first to get used to wearing one, it would slightly change your center of gravity. Heads are heavy enough, I can't imagine adding a helmet then trying to spin!
When I was younger (10-ish) I took a freak fall due to dull blades. I hit the ice with my head and blacked out. I had a severe concussion and remember being woken up every hour for three days - and I remember lots of vomiting! Of course, I was young and 10 and fearless, so I got back on the ice when the doctor okayed it and didn't think twice about hitting my head. Were that to happen now... well, I'd probably force myself to get used to having protection. Brains are too important!