Stuff I just don't get: Bearskins

I expect there will be many things in this life that I just won't get that I'd really like to know about, hence I decided to start this happy little series of posts in the forlorn hope that maybe someone might read this and perhaps enlighten me.

Anyway, I've been wondering about these things for a while. Bearskins, that is. You know, those whopping great big fuzzy hats worn by the Irish Guards?

Just what purpose do they serve exactly? I mean, do they provide greater protection? If so, how? It's fur! At best, it'll maybe save you from a solid whack over the head with a big stick! Maybe they're heavier than they look:

Maybe they're some kind of alien parasite infiltrating the British armed forces:

Whatever the case may be, I fail to see how bearskins can have any practical use. Less protection and more troublesome to maintain than a helmet. Mebbe there's just something about the aesthetic sense involved that I'm missing. I don't know...