I always have, ever since I was a kid in the 80s. I've also always worn one while skiing, if it makes sense while cycling, it makes sense while skiing. Also the newer ski helmets offer nice insulation and protect your head from the ski lift bar.
There's a pretty strong selection bias here simply because there are no brain dead, dead or paralyzed people posting here who would have benefited from a helmet. For the most part, the only people posting here are going to be those who either do wear a helmet or do not wear a helmet and also haven't had a serious accident. There are of course a few lucky people posting who've had minor head collisions, that's going to be the minority though.