There are times when I feel it's appropriate to wear a helmet and times when I don't think it's necessary.

When I started rock climbing in the early 90's there was a lot of arguments about whether a climbing helmet should always be worn, or whether the individual should be allowed to determine when it was appropriate. There was always some pompous jackass in the letters section of the climbing mags pontificating about how all us crazy people climbing without helmets were begging for death (Darwin Awards weren't known then).

Fortunately, it's ultimately impossible to legislate this sort of thing on climbing crags and mountains.

For the record, I've also soloed mountains and done significant amounts of back country travel by myself. Just me and my skills. Cheap insurance is one thing, but learning to be aware of your skills and your surroundings will prevent far more injuries than any helmet.