As someone already said, "crowns" as in "royal jewels" are not something that even royalty wanders around in all the time. Generally they are only worn on formal state occasions. In battle they would be a waste of space better taken up by something providing actual protection, i.e. a helmet of some kind.
Most of the Jarls in Skyrim wear a circlet of some kind, even Torygg doesn't appear wearing anything more than that. Why the PC doesn't have the option of acquiring and wearing a crown seems pretty obvious to me - you're not the ruler of anything, not the king or queen of anything, why should you be walking around with a crown on your head?
