Judge Anderson was a character that originated in the Judge Dredd comics, and she was depicted without a helmet there, although in her first appearance in the second issue of the "Judge Death" story (from 2000 AD #150, 1980, collected in Judge Dredd: The Complete Case Files 3) she was shown carrying around her helmet at her side when she walked into the morgue to do a psychic reading on the remains of Judge Death. Then the next scene where she appeared was at her home when Judge Death's spirit came to possess her, so it made sense that she wouldn't have a helmet there either. My guess is that since she was never shown actually wearing a helmet in the first story where she appeared, it just became a convention to draw her that way (or maybe when they designed the character they just thought it would look better to draw her without a helmet). It's possible some later issue gave an explanation for it, though this blog entry from what seems to be a major Judge Dredd fan says "Dredd always wearing a helmet, Anderson almost never wearing one. This has never been explained in the comic and is purely a storytelling device Dredd is the faceless representative of the law and Anderson is the empathetic caring side. Clearly fellow Judges see Dredd’s face and clearly Anderson wears a helmet much of the time."
So basically, I suspect the moviemakers probably just wanted to be faithful to the basic look of the characters in the comic, but they wanted some explanation for audiences who hadn't read the comic, so they threw in that line about the helmet blocking her abilities.