Demon,
After reading your post I realized we could be opening up an area of concern so I went back and read your link to the safety code and then went to read the combat competiton regulations. There is a gray area. That gray area regards "practice". At a sanctioned contest the competition regulations require a helmet. Yet the safety code only references the competition regulations. So, it could be argued that non sanctioned practices are not required to wear helmets.

Since we are a litigious society I would rather err on the conservative side.