While I am not sure about the specifics I am pretty sure a WWII era army helmet could contain a grenade blast without completely breaking. Helmets have most likely been improved since then.
Yes, helmets can be made strong enough that it reaches a point where its futile to make them stronger because the bullet's force would snap someone's neck.
Doesn't necesarly mean that such helmets are always made and given.
Remember that it isn't jut penetration that makes a bullet dangerous but that it has allot of force centered into one small point. A helmet may stop a bullet but it's force will still be given, if distributed trough a larger area. If not a broken neck, it can still cause a concussion or black out or something.
The head is the most sensitive part of the human body.
A grenade has more force than a bullet.
That depends on how you define "force". A granade indeed has more energy, but practically, it is weaker then a bullet. A granedas aren't dangerous because of their explosions or blastwave: they are dangerous because most granedes have sharpnel that are at least as powerful as some bullets, not to mention hot. That's the true power of granedes, something that allot of game developers ignore.
Although the bullet probably has nowhere near the armour piercing properties of modern firearms featured in most FPS games.
Fire arms don't have armour piercing properties: bullets do. Firearms only fire bullets. You could technically fire an armour-piercing bullet from a century old rifle, if it fits.