Hard to judge the individual, not knowing distances and fuel states, but requesting assistance is a good idea. Continuing on to an airfield to make an emergency by avoiding inconvenience is not a good idea.
What would I do? I would continue to the best airfield before fuel became an issue. I don't know what the R44 has for a fuel gauge, but knowing what your fuel should be at points along the way should always be a concern. If headwind increases, watch fuel much more carefully. If at any time I thought I didn't have the fuel to make an airfield and safe landing, then and only then would I go for a field.
Funny thing about this, it happened to me last week. 116nm with 1 hr 40 min to dry tanks, cruise speed of 125 kts and headwind of 30kts for first half and 15kts for last half. I know, it looks close already. Problem is winds at first two airfields were out of limits for shut down. Next problem, the headwind averaged 40kts for first two thirds of trip. Third problem, only other airport along the way was 400' & 1/2 mile vis, with IFR traffic. My only option, declare low fuel and request special VFR (that way I don't have to wait for IFR traffic). Fueled up, flew 15nm home.
The problem I have with this discussion is the fear of the finger poking. I wasn't questioned at all. I'm in Canada and fly for the military, so I have no reason to fear CAA. I just can't understand why a licencing organization would intimidate people into not reporting concerns for fear of reprimand and into changing their actions due to non-important issues (claiming that reprimand is non-important whereas safe landing is). Seems to me that if this is true with the CAA then they are very ineffective at promoting safe flying.