Similar reason why I wear a seat belt. Being involved in a car crash is rare and unexpected, but the consequences of not wearing a seat belt when involved in a crash can be significant, so I use it.

Wearing a helmet is no different of a concept.

One could argue that insurance is required by law in a lot of cases.

People are ok with that, but not laws requiring helmets.

The whole point of wearing a helmet is because accidents are rare and usually unexpected. It isn't like someone leaves the house expecting to get into an accident.