Homan Krishna just gave a very good answer: yes, it's because of explosions. The blast wave can get under the helmet and even if it won't tear off the soldier's head (he should be standing very close for that, so he'd die anyway) but it can cause concussion, push the guy or injure his face with the chin strap. read more
now i am sure you will find solders who did not strap on their helmet for comfort or personal reasons ( the Brits would often times not strap on their helmets because the helmet would slide back and the rim would stab them in the spine often time injuring the soldier) but the way it is in movies is pure fiction. read more