Why a knight's helmet? It could easily come off as goofy or absurd. Mark Twain mined this object for its comic potential in Connecticut Yankee, and more recent cultural offerings, like "Role Models," have poked fun at LARPers and SCA-types. Yet, within the context of a horror film about race in America, it makes perfect sense that Jeremy carries out his misdeeds in medieval cosplay. The knight's helmet can be read as a reference to the Knights of the KKK (founded as a "kinder" KKK in 1975), and it signals the persistent link between white supremacist ideology and medievalism, present since the 19th century. Twain himself laid the blame for this at the feet of Sir Walter Scott, whose early 19th-century historical novels Waverley and Ivanhoe were extremely popular in the American South (and elsewhere). Scott (according to Twain) romanticized life on the grand agricultural estate, sentimentalized aristocracy and rank, and promoted illusion instead of reality.
"It was Sir Walter that made every gentleman in the South a Major or a Colonel, or a General or a Judge, before the war; and it was he, also, that made these gentlemen value these bogus decorations. For it was he that created rank and caste down there, and also reverence for rank and caste, and pride and pleasure in them....Sir Walter had so large a hand in making Southern character, as it existed before the war, that he is in great measure responsible for the war."
The opening title credits of "Gone with the Wind" make this link between the antebellum South and medievalism plain: "There was a land/of Cavaliers and Cotton fields/Called the Old South.../Here in this pretty world/Gallantry took its last bow./Here was the last ever to/be seen of Knights and their/Ladies Fair, of Master and of Slave./Look for it only in books, for it is no more than a dream remembered./A Civilization gone with the wind..." The Old South becomes the continuation of an (imagined) courtly, western European Middle Ages, both equally consigned to the past.
Yet, as many other medieval historians have pointed out, the ideology of white supremacy did not exist in the Middle Ages, because (in part) the idea of a "white" race did not exist. Moreover, racial and ethnic diversity throughout the medieval world was not uncommon. Jeremy's knight's helmet is the perfect prop to signal his adherence to a false narrative of history, a narrative that rests on erasing Black people from history, whether it's the history of the medieval world or of the United States.