^Good point. Maybe it's a Magneto-style helmet, to block telepaths. The Cardies strike me as the type who would be paranoid about that sort of thing.
On the other hand, maybe they just enjoyed looking silly to their enemies.
Makes sense. Lull them into a false sense of security about how you're not a threat since no one who has such rediculous headwear could be threatening, then BAM! You occupy their planet for a few decades.
Of course, given that the Cardassians had conflicts with the Federation prior to Wounded, that theory doesn't exactly mesh...