It's definitely a weird kind of embarrassment, I won't pretend it doesn't exist. But it's one of those hurdles that are so small in retrospect, you wonder how you ever let it stop you from experiencing all the benefits of a cycling rich life. I think it's because until you've experienced it, you don't realize how much is on offer on the other side of the fence.

In my own city I wouldn't ride without one, but in a more shared space friendly city, like famously in many cities in Japan, I wouldn't be as inclined to wear one. If I'm riding at 30kmph right next to traffic, you bet I want a helmet. But < 20kmph in and out of foot traffic, or properly shared slower roads, then I wouldn't worry about it.

on a tangent: the effect described there that a helmet hinders taking up biking certainly applies to me. A friend gifted me a bike helmet (i always cycle 20km to him) and when I tried it out, it sucked all my joy out of biking and I thought: huh, taking the train would be more fun. I realized that it doesn't make sense to take the train just because I don't like the helmet and went on biking without it. However, I also don't like headsets with noise-cancelling and there must be something with my head/ears or something that's different from most (?) people so my suggestion for everyone else: at least try a helmet. But if you don't like it, don't stop biking just because (unless your city has no respect for bikers, then don't bike at all).