Why would helicopters not have black boxes?
Airline and commuter type aircraft are required to have cockpit voice recorders and flight data recorders. There are no requirements for any other type of aircraft to have them. 

Most helicopters are actually small or light aircraft. The helicopter in which Kobe Bryant and others died would be considered a medium sized helicopter, but a small aircraft. 

You will find VERY few non-airliner or non-commuter aircraft have any type of “black boxes” as they’re commonly (and erroneously) called. They are not required to, either. Expense, weight, complexity, and maintenance are all reasons. The smaller number of lives at risk might be another. After all, they carry the same number of people as between a sports car and a passenger van. School and passenger buses carry more people. 

Saying that, technology has become cheaper and more compact in order to provide de facto recorders. Some modern avionics have that function built in. With the proper app, iPhones and iPads have that function. Some pilots will go the extra step and buy their own sensors to provide more accurate data on Attitude, Heading, Position, Altitude, Ground Speed, Carbon Monoxide presence, and Traffic Data. Add-on apps will even record voice transmissions picked up by the headsets and audio system. This is not mandated by the FAA. It is more for the pilots Situational Awareness and review for training purposes. ForeFlight, CloudAhoy, Stratus, Sentry, and Lightspeed are some common devices and apps used to record data.