He didn't have it on because he was resting when he encountered Madara, and was distracted with what he found out to put it on afterwards, then Sakura turned up and made her declaration, and on top of that Sai told him the truth about his friends plans, and then Gaara turns up,at which point he collapsed, then when he came too Yamato wouldn't let him leave to go face Sasuke, So he had to use a Shadow clone and dig a hole out, He couldn't take his headband because Yamato would notice him taking it so he had to face Sasuke without it.
It's actually quite amazing how a little detail like that from such a long while back still carried forward until current chapters.
I'm with UzamakiKage I want to see history of Uzamaki clan and bit more about his father too.