Yeah, we always wear helmets when riding ours, even with the full roll cage. The roll cage won't protect you from stuff entering the space. We stay away from the busy riding areas due to so many people being dangerous. I had a neighbor with a sand rail. He had a guy come flying up a dune without looking at t-boned him and bent the chassis. Of course the guy had been drinking….
We got down a long trail last year that turned into a single track. Only way out was to back out. My dad was in front, and I was behind him. As he was backing out, the rear got close to the edge and the back end started sliding down a steep grade. He got out and was OK, the Rzr was stable where it was, but we couldn't go forward and couldn't go backwards. Tried to winch it back on the trail, but then the other end went down hill. Ended up rolling on it's side, down about 20 feet and on a very steep grade. Used my winch to roll it back upright. Had to winch the front end back on the trail, tie it off to a tree, and winch the back end back up on the trail. Took about 2 hours to do it all, and we were absolutely beat after that.
I did roll an ATV about 12 years ago. Hit a rock just right and it tossed me off. ATV flipped and landed back on it's wheels. Luckily it didn't land on me. It did roll back down the trail and up against me, but not enough momentum to roll over me. I broke my hip socket and knocked the wind out of me. About 15 seconds of thinking I was a gonner before I got my breath back. I was at the back of the pack, so no one knew it had happened. I had my VHF portable in my pack and wired into my helmet, but somewhere in the arial summersault the cable yanked loose. Was calling for help, but no reply. Finally got the pack of my back and unplugged the headset cable and was able to get help. A long bumpy ride down the trail (taco'd one of the steel wheels) and they were able to get a truck up to me. Put the ATV in the back and they loaded me in the front. Drove straight to a USFS fire station. They boarded me out of the truck. Long bumpy ambulance ride 40+ miles to the closest hospital. Was laid up for a few weeks until it healed.
Would have been a long painful wait without the radios. Now we don't go riding without them.
I think people forget how dangerous this can be. As you said, people start to feel invincible. Alcohol makes it 100 times worse. Not wearing a helmet is just dumb.