I assume you have set it first as a body part: "Hair" for opened or "Head" for closed helmets and used this slots in biped object in the armor window. Check male/female settings - male will be bald wearing female helmet.
Sometimes PC/NPC do not have sufficient abilities/class etc. to wear particular type of armor.
In general MW slots is still a mystery, I would be very happy to have a detailed description/table of clothes/armor slots and their compatibility e.g. for unclear reasons gloves/clothes/hands (or gauntlets/armor/hand) are not compatible with bracers/armor/wrists but work fine with pauldrons/armor/wrists.
Helmets are also not working for me without obvious explanations.