They're uncomfortable and inconvenient to keep with you once you're at your destination.
There is also potentially (depending on which studies you give credence) the danger of risk compensation causing helmeted cyclists to cycle more dangerously and automobile drivers to pass more closely to helmeted cyclists.
There is also potentially (depending on which studies you give credence) the danger of risk compensation causing helmeted cyclists to cycle more dangerously and automobile drivers to pass more closely to helmeted cyclists.