I am having the same glitch. My companion is Corso. Did you ever find out why?
Things I have tried:
Check/uncheck the Hide Head Slot box for companion and myself.
Dismiss/summon companion with/without helmet and check/uncheck Hide Head Slot.
All the above with/without companion optional "skin".
Logged out/logged in with the above options.
Loaded game unto second computer, still no helmet showing on companion.
It does not affect gameplay, I just want the helmet to show. I think Corso looks better in full gear.
At someones in game suggestion, I submitted a ticket. It was closed with no response. I guess they thought it was not worth an answer.