Like all things in climbing helmets are a personal choice (would you want it any other way?)
I try to wear one all the time these days, even though they wont save you from even modestly sized rocks.
The is another reason to wear one – smashing your head in a fall. I once went for a 20m fall on a climb in the Wolgan valley, and inverted and smashed my head on the rock (actaully broke the helmet…).
PS: In the dangars falls accident even the glacing blow of the rock was sufficent to cut the one leg loop of the harness from the body of the climber: no helmet could help you from a 500kg rock falling 40m.