Because it's artifact armour (AF), and AF tends to follow the 'traditional' appearence of that Job in past FF games - in PLD's case, that's Cecil from FFIV who famously wore a circlet in his PLD appearence.

There's plenty of enclosed or knight helms that PLD can equip already in the game anyway - that's a non issue (my personal favourite was the Adamantite Helm of Fending that I used for my PLD glam for years).