Look, if a brick falls and caves in his skull, that'll suck. But ruining his hair would suck even worse. By wearing his helmet like this, it ensures he won't have to worry about his hair no matter wear a heavy object lands on his noggin.
In relationships, you can't love someone else until you learn to love yourself. I have to imagine there must be a similar philosophy in police work. You can't protect others if you can't protect your own ass.
Remember in elementary school when that one kid got a trampoline and suddenly became way more popular? That's not what happened with this kid. He's probably wondering why no one accepted the invite to his birthday party.