People tend to take bigger risks with more padding around them. But that's talking about a sample population, not an individual. A helmet protects an individual person better than no helmet. The individual's choice to act more recklessly with a helmet on is a separate issue, but cannot be separated statistically.

But a lot of times, the behavior isn't a choice, per se. In any race, a helmet is required. So any head injury occurring during a race counts as an injury while wearing a helmet. People that spend more time on the road are more likely to fall, get hit, or hurt their head while on a bike, but generally, people in that category are also more likely to be wearing a helmet.