You didn't notice, so why does it matter?

My guess is there's no helmet because it would impede the VFX workflow without adding much to the effect. It would potentially look less real if they'd only replaced the face rather than the entire head.

My guess is they have Chris Evan's head scanned/photographed in such great detail that they can more or less recreate it at any angle in a ton of pre-captured facial expressions. It's not enough to replace his performance but in shots where he's moving quickly and/or at a medium/wide shot, it's good enough to be convincing. The helmet removes the need to render hair (or make the stunt double's hair identical) which is really difficult to my understanding.

When they aren't fighting/interacting they can just film Chris Evans twice and composite them together.

With the ability to recreate the whole head, they can just mask out the stunt double's entire head rather than the face. The former is faster/easier than the latter. Then they just plop it on there and you'd be none the wiser.