Just to clarify,
It is (in the U.K) mandatory for all of the crew to wear protective headgear for police / EMS operations. It is also the case for powerline /pipeline patrol operations.
Personally, I have worn a helmet whenever I have been able to outside of pure public transport. Common sense dictates that if you have an uninvited guest thru' the screen or that the **** is really hitting the aircraft fan, you want to give yourself the best chance to walk away and fly another day.
Here's hoping that I never have to test it.