When I saw that banner during my last return flight, I asked the officer if I were to bring my own helmet overseas and back then how. They said you need to declare it when you leave the country that you're bringing a helmet overseas, then when you return you need to show them the declaration. Not sure exactly what form though but she said the procedure is something like this.

So if you were to purchase a helmet overseas and pretend you brought it from Malaysia, they may not buy your story.

I thought international flight return they scan your bags? Lupa liao.

Well if you're riding a bike to Thailand then obviously you wear a helmet there and back, but if you return with an extra brand new helmet and no passenger then that is definitely sus.