I truly don't believe it's that simple either. It's not a case of the Dark Eldar being stupid. It's a case of them lacking a valid reason, adequate teachers, etc.
You've got a race that does just fine as it is but lives in a precarious power with a hungry Warp God just waiting to devour all their souls. Unneccessary exposure to the Warp is probably a bad idea. I think most everyone can this to. Now for extrapolation and pondering. The powers you describe of zapping someone's brain are largely the area of the Farseers, individuals who have become trapped on the Path of the Seer, seen by many as the most demanding path, and wield great power. Even the lesser powers employed by the Warlocks involve a great deal of training. All of the Eldar wielding this power have the advantage of qualified teachers.
Now we go to Dark Eldar. Apparently no qualified teachers as all-out powers in full swing psykers are so rare and tasty. With so few psykers openly, or even secretly, wielding such powers there is little need for a like defence against them. More mundane, guards, warriors, pacts with others, etc are likely sufficient. Thus there lacks a major motive for the development of likely dangerous, to the practicing psyker, powers.
As to why Dark Eldar can't just pick up a Ghosthelm for defence I would suggest this isn't something you can just strap on but something that instead utilizes that actively practicing psyker mind, and thus would be of extremely limited, if any, use to Dark Eldar what so ever.