Helmet?

Been playing Warhammer 40k : Space Marine. Enjoying it, except for one detail. The main character, an Ultramarines captain, doesn’t wear a helmet.

At all.

Even when jumping out of a dropship some thousands of feet in the air.

When going up against orks, one of humanity’s most dangerous enemies.

Does he want to get shot in the head? Because that’s how you get shot in the head.