About finding my helmet, I always attach it together with the bike with the U lock. Unless I’m parked in a secure place where I let it hang on the handlebars.
I’m not especially advocating for mandatory helmets and I’m the first to say absence of helmet shouldn’t prevent you to ride, but if you are a regular cyclist, having one at hand is not a ridiculous idea.
Come on man, I have never rode a bicycle more expensive than $100 despite riding at least 5000km annually. I bet that your helmet costs more than all of my 3 bicycles.
Back when I did bike, I'd fall off and hit my (helmeted) head once a year or so.
I was always thankful for having a helmet.
Granted it was typically doing something stupid (jumping a curb or such), but still, I was thankful for having a helmet!
I once jumped a curb and scraped off half the skin on my palms.
The down-voted comment of mine tells that gloves are far more useful than helmet for a bicycle rider. But I know I have messed with the holy cow so c'est la vie.
It might be the case that helmets are a net negative for casual riders. But whenever I've done a spontaneous unplanned dismount at 20mph I didn't find that knowing how to fall helped me much.
What was the circumstances (type of road and type of bike)? Have you touched the ground with any other parts of body except of palms, elbows and knees? If yes then consider to keep learning how to fall because your falling skill is not that proficient. If not then the helmet was not that useful.