It's common to ride without a helmet in countries where cycling is a normal activity. Basically Netherlands, Denmark, parts of Belgium, Germany and France. Where cycling is mostly a leisure activity on the weekends and for enthusiasts, helmet usage is much higher.

I never considered the possibility of wearing a helmet on a bike in non-competitive settings in Italy. Only after I moved to the UK (and had children), did I start using it regularly. To this day I’m not sure whether it’s compulsory or not, but most people have it, so...

It's not compulsory in the UK to wear cycle helmets.

There has been the occasional attempt to pass such a law in the past, but none were successful. Cyclist organisations are very averse to helmet laws, seeing them as marking cycling out as some unusually dangerous activity, which in turn has an inevitable negative effect on cyclist numbers.