I always wear a helmet - probably because it is the thing to do here. In Amsterdam no one wears a helmet and I would not wear one there either - it would be like wearing a helmet in your car here (possibly safer but you would look like an idiot). Who knows what the reality about accidents is. The Australians just published a graph showing the number of head injuries to cyclists. It goes down decade by decade (possibly as bikes on the road became common and drivers became aware of them) and then leveled off. Then the Aussies passed a mandatory helmet law. The graph stayed right where it was - low but no lower.
I suspect helmets are unusual in the Netherlands because of history. The Dutch have been biking forever - young, old and in between. Bikes were probably ubiquitous back in the 50s and 60s before helmets became popular. Given a bike culture with no helmets why would people change? On the other hand, when I was riding in rural areas of the Netherlands last month I noticed that a lot of roadies wore helmets. The rule seemed to be if lycra and speed, then helmets.