The concern to me is less the helmet laws and more the fact that it's not actually safe to ride bicycles in most American cities without a helmet. It's not like we have physically separated bicycle routes like Copenhagen or anything--it's a basic safety precaution.
I agree and was really surprised to see the rider in the video not wearing a helmet, even though it is legal to do so in California if you are over 18 (it is not, however, smart). The answer is to just carry one with you-- they aren't heavy, and you can usually strap it onto a backpack when not in use.