I've wondered the same thing about both combat and pylon. Espeically since the helmets seen most often don't offer much in the way of protection from the sides. Also, if you move quickly to dodge incoming aircraft, I'd think it would fall off.
Still, I wear my helmet, and don't see a reason not to wear it. Who knows, maybe some day it might just make a difference.
Oh, and as for how safe combat is compared to the average Sunday at the field, I've been thinking about maybe taking my helmet with me when sport flying.