Why don’t we do that? Because while the burden is low - it’s mostly dragging the helmet around wherever you go and ruining your hardcut - the actual probability it might help is quite low. And with good infrastructure, the same is true for cycling. If you look at this years stats for causes of death for cyclists in Berlin for example, the leading cause is “crushed by a truck”.
Note: if you do cycling for sports at high speeds or rough terrain: wear a helmet.