LOL, I don't think it's a dumb idea...
Will it cramp the style of the bike? Well, of course, but I'm not going to drive 3 hours away to go sight seeing or go on a tour of something and have to lug my helmet along with me imparing me of having a good time.
I found something like a gun lock, like a 1 ft cable that locks. You can put it around your frame and around the D-ring on the helmet. Nothing permanent on the bike, and you can take it off and put it in like a little tool roll.
Making fun of the idea solves nothing and makes me just look down on you and what you like.
I like the idea of the perimeter alarm. That's a good idea/plan as well.
Thanks to all the positive responses. I don't plan on running a novelty helmet and really want a high dollar carbon fiber helmet to not have mushroom head. I "carry" daily, but not sure how that's going to help me when I'm no where near the bike, lol.