I wear a helmet, mainly because I always have and it feels weird to cycle without one. When I was about 8, my home state introduced a law that all kids under 12 needed to wear a helmet. I remember my parents taking us to the store (I think it was Toys R' Us) to pick out helmets because "if we wanted to ride our bikes, we needed to wear a helmet". As a kid, I liked riding my bike with my friends, so I didn't argue.
I learned to drive when seat belts were mandatory to be fitted in cars, but were not mandatory to wear. On my first lesson, my instructor said "decide now whether you are going to wear a seat belt or not, because what you do today will stay with you for the rest of your driving career". I decided to wear it, and almost 50 years later I still feel uncomfortable if I take the bins to the bottom of the lane without wearing my seat belt. It's totally ingrained, so I can see why those who were made to wear helmets as children feel they must always do so.
But I have been cycling from about the age of 8 (and tricycling before that) and never even owned a helmet until I got married a second time and we got my wife (a non-cyclist) a bike so we could ride together. She thought a helmet would be a good idea, so we bought two and wore them. I never felt very comfy in it and would prefer not to wear it. However, she gets very anxious if I don't, so I tend to put it on. I regard it as the price I have to pay to be allowed out to play
(She doesn't cycle any more.)
I was a motorcyclist for many years and always wore a helmet because the statistics were unambiguous and the safety case was unarguable. The m/c helmet industry has several testing schemes which are rigorous and well-respected, and manufacturers of helmets will quote test ratings and certifications proudly in their adverts. We don't see the same for cycle helmets, and there's a reason for that.