Everybody thinking like the author should watch this video first.

One theory. People who wear helmets tend to be people who or less "into" biking and more insecure about biking and their biking skills. Thus they play it safe and default to following the rules. People without helmets tend be the ones who view themselves as better bikers and feel more secure in their biking skills and thus think the rules and more like guidelines and that they, with their superior skills, know better and can safely ignore them when they feel like it.

I rather correlate helmet-wearing cyclists to be the "wilder" bikers - since they know that they'll drive dangerously, they better wear a helmet to (feel to?) reduce the most dangerous consequences.

Or to put it in other words: you are more inclined to buy a helmet if you are know that sooner or later you'll surely need its protection. Or since you have a helmet, you know that you can do things at a (psychologically) acceptable risk that you wouldn't do otherwise (the latter phenomenon is called "risk compensation").

There are people who ride bikes because they love cycling (by choice) and there are people who ride bikes because they can't afford other means of transportion (by need). The latter tend not to wear helmets or follow traffic rules, the former tend to do at least one of them.

Personally I almost never wear a helmet but scrupulously follow the rules: they are the only thing that protects me.