A couple of years ago, one of the BF workers stopped me and told me to put my helmet on (it was hanging on my saddlebag). I didn't argue at the time, but I did wonder what would have happened if I was a non-helmet-wearing cyclist. As PB says, helmets are not compulsory in the UK - though the approach to the ferry is not a public highway, it's private land and - theoretically, I suppose - they could make it a condition of you being on that land.
For my money, you would have a very strong argument against having to use one, or carry one with you simply to get on board the ferry, but that's just my opinion. Maybe you could try calling them again to explain the legal position, and ask them if you can't be treated simply as foot passengers who happen to have a bicycle with them?