Because there isn't much risk, really. It is very, very uncommon for an experienced Dutch cyclist to have a serious one-sided accident. Children learning, sick elderly and tourists on the other hand do have accidents more often and for them helmets is a good idea. You see more and more young children wear helmets in the Netherlands when they start out learning to ride a bicycle.
I've been riding bikes in traffic for almost 30 years and never had a serious accident one-sided or not. For about 6 years I also did cycling racing and wearing a helmet was obligatory to participate in training and official KNWU races. And that's a good thing for I did have a number of accidents while racing: falling in the bunch, not holding a bend, jumping from small sand cliffs, breaking equipment, and so on. However, these accidents only happen because while racing one takes risks one does not while riding a bike to work: the speed is significantly lower, they way one sits on a bike is different, the stakes (i.e., winning) are lower, the bikes themselves are a lot sturdier than those racing bikes, and so on.
I think many foreigners don't really understand this difference between riding for transportation and riding for sport or challenge.
To add: I've had many more accidents, serious and not, while walking. Tripping isn't uncommon for me, I've tripped at least once or twice a year. The same for injuring my ankle, walking against a door or window, falling from stairs, and so on.