I would recommend reporting this as a bug to Larian if you haven't already - there's a Report a Bug link up along the top of the launcher.
It is not a bug - it's a personal preference - besides that it is only a
"nice to have" feature and should therefore be very far down on Larian's list of bug fixes and features to to implement. If it were to be implemented the option "Show/Hide Head Gear" should probably be in the "Gameplay" settings section (ESC menu).
There are already options for Show/Hide always/Hide in cutscenes in the game, just above the helmet equipment slot. The issue is that sometimes when you remove someone from your party the option you have chosen gets reset, which seems unlikely to be intended behaviour and therefore, if it niggles anyone, they are more than free to report it to Larian as a bug. I'm sure Larian would then prioritise it as they saw fit based on their own cost/benefit analysis.
