Speed skaters wear helmets according to risk, so 1-on-1 races don't need them but 4-up or relay races do. A bit like CTT's formerly enlightened attitude.
Risk and a lot of "we have always done it this way" dependent on which version. Given you mention relay racing you may have mixed the two disciplines (Long and Short track) but don't worry almost everyone does.
Short Track which has been PPE heavy (lids, shin guards and cut resistant suits and gloves) since it arrived, relatively recently, at the Olympics.
Long track has been around since the first winter Olympics and hasn't, they are only just coming in to comps with new events. Marathons (20 plus people starting together on the ice, first across the line wins) in the Netherlands (KNSB) were a no lids but Kevlar socks up until a few years ago.
As you say if you are running close to someone else ISU requires Short Track levels of PPE in both Short and Long track, but the Team sprint, pursuit and mass start and new to Long Track so the ISU can make these changes without too many questions.
In long track training, which is frequently in a pace line, despite it being a mostly individual sport, lids are uncommon for skaters at top or even medium level. Kids under about 10 use them more often, but they will loose them for individual comps.
Basically they are coming in to long track, but it is very early days at the moment. In short track they are totally normal and have been since I have known the sport.
Feel free to shift this to lift the lid if needs be.
