I've worn helmets for all my adult life for most stuff - motorcycling, horse-riding, snowboarding and biking.
The only helmet I've ever worn mainly because of the risk from cars (as well as because it's de law) is for motorcycling. The horse-riding helmet is because of riding a big daft animal and the snowboarding helmet because getting it wrong and hitting mountain at speed can be pretty detrimental to your average conscious state.
I'd be stupid to think my cycle helmet would save me from a 4x4 doing 40mph down the middle of a local lane. But I can be as stupid as any horse and have often ended up chucking myself off the bike in spectacular fashion.
Recently, I was riding alongside Andy and just jinked (without thinking) to avoid a pot-hole. I clashed handlebars with Andy, bringing us both off - him onto the track and me into the ditch where I head-butted a tree stump.
Wearing/not wearing a helmet is my choice - I wouldn't dictate to another adult what they should/should not do.
However, if you are wearing a helmet that gives you a headache then it's probable you have the wrong size lid or you have it incorrectly adjusted. Or you might just need to try a different make.
In motorcycling circles it used to be known as having either an Arai head or a Shoei head - most people found one or the other was a better fit.
Eee, don't I sound old.
Oh, I am
apologies if I was getting perilously close to being in nagging mode just there....
1993 Cannondale Killer V - ancient & battered like its rider.
A newish Dawes road bike called Jim and a 2004 Claud Butler Cape Wrath.