Because its just a good idea.
These first two are the motorcycle helmet I was wearing the night that dumb bimbo mowed me down.
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These are whats left of my Bell bicycle helmet after a foolish attempt on my part to finish a descent at Cheyenne Mountain State Park after breaking my chain. I was trying to conserve momentum. Needless to say my head served as a very effective breaking mechanism.
Neither of these helmets was inexpensive. I would argue that they both paid for themselves in spades.