I realize this is a rhetorical question, but the answer is "yes, some do".

A straw hat or sombrero will keep your head cooler -- it does this by providing shade but being still porous enough to allow decent air flow as well.

If a helmet is designed to provide good shade but not restrict air flow much, it could help keep your head cooler. I don't recall ever seeing a bicycle helmet that didn't restrict air flow much (even with all the big air vents, which reduce the shade factor as well), but it could be done.