He often brandishes it at rallies with his supporters, who wear it in droves.
It’s become something of a symbol and identifier for his constituents.
The president himself hasn’t either, and likely won’t, unspoken rule or not.

That’s Politics 101," President Barack Obama said in 2013.
“You never look good wearing something on your head,” he explained, perPolitico.
By some accounts, the no-headgear rule stemmed from Michael Dukakis and his failed presidential bid.

Dukakis was the governor of Massachusetts when he won the 1988 Democratic primary.
Dukakis wore a too-tight helmet, with a strap obstructing his chin, committing the ultimate faux pas.