This may be bordering on an "opinion-based" answer, but the way I see it, there are a few reasons why this is done. Not only in this show, but in any show. This is why the Big Damn Heroes don't wear helmets, why space suits in movies always have big glass plates and plentiful illumination built in, etc.
- The faces of the main cast are a product that the studio is paying for. They want you to see them.
- For plot clarity. If the main cast wore helmets that obscured their faces, particularly when surrounded by lesser mooks who are also wearing helmets, it would become difficult to tell who was who (at least for some viewers.) Is that Kurt who just took a bullet to the shoulder, or a nameless support agent? Someone just shouted out a plot-relevant line of dialogue, but who was it? I couldn't see their lips moving and I didn't recognize the voice! Note that this same logic can also be applied, albeit to a lesser extent, even when the helmets don't cover the face - it obscures the identity of the character in shots from the side/behind that could otherwise be more easily identified from hairstyle, etc.
- So the actors can act - the face, and particularly the eyes, are very important for delivering the drama. I recall someone on Star Trek TNG's production crew talking about how important it was to make sure the eyes were visible, even for aliens. No matter what crazy makeup they used, if they lose the eyes, they lose the drama.
- Rule of Cool, as mentioned in the comments. It may seem silly, but it's hardly the silliest thing Hollywood has done in the name of making the heroes look cool.