I always wear one when riding. It's just habit, like clicking the seat belt when I get into a car, and I'm so used to it that I forget I'm wearing it. For me, it's a matter of being better safe than sorry. I'd probably not participate in a show or class if I were not allowed to wear my helmet, lol. Very rarely is it anyone but me who rides my horse, but I generally insist on guest riders, especially
kids, helmeting-up as well on my horses and/or property.
It's collective-your head and collective-your choice, IMO, especially on your own horses and property.