He is indeed wearing a helmet. :-). Seinfeld used to do some jokes about skydivers wearing helmets. He said - when you hit the ground after falling 3,000 feet, that helmet is wearing YOU.
I've been cycling all my life and am perpetually aggravated by helmet campaigns with slogans like "be safe, wear a helmet". Helmets are fine but they offer very limited protection, in certain types of collisions. And they aren't magic, although many people obviously think they are and seem amazed if you point out that wearing a helmet does not actually reduce your chance of a crash. Probably 90% of people think that styrofoam bike helmets prevent concussions, which is unfortunately not true, just like it isn't true in football; they're too hard and stiff, and don't absorb enough of the impact; your brain still bounces against your skull.
By focusing the public's attention on helmets instead of on the factors that cause accidents, helmet advocates actually make cycling less safe.