Over the Atlantic helmets are very common. There are some cool ones too. I think of some of the dodgy skiing I've done through trees without a helmet and wonder how I survived! Not that it was extreme skiing or anything, but I'm just not that good at it!
A helmet might be an idea anyway, it's not just the off piste, but more the speed that causes issues (i.e. the impact) and that is more likely to occur on slope with other skiers or leaving it and hitting a tree.
I know the conditions in Europe can mean a lot more rocks and ice, so even a simple fall could result in a head injury.
I guess serious incidents are rare though.
I'd imagine they would be cheaper out there but don't know to be honest. Get yourself a shiny chrome finished helmet, or a matt dark green army stylie finish. Or a Union Jack, or...