Does anyone have info on why the AZ National Guard at Skye Harbor yesterday were not wearing headgear?

Teams don't wear headgear on active tarmacs.

Sky harbor is an international airport when you have an airfield and air craft with active running jet engines and of course the tarmack area and runways are in a wide open area and usually with a good breeze going most of the time you don't want a gust of wind to grab your cover and have that jet engine turbine suck it in and destroy you cover and possibly the aircraft engine.