Logging Out and In removes Zombie Pigman's Armor

A zombie pigman spawned from my Nether Portal, and I gave it an enchanted golden helmet (Protection II with partial damage, if that matters) and named it Geoffrey (not really gonna explain). When I logged out then logged back in, his helmet was gone, but he's still named Geoffrey.

What I expected to happen was...:
For Geoffrey to keep his Enchanted Golden Helmet

What actually happened was...:
Said Helmet disappeared on logging back in.

Steps to Reproduce:
1. Acquire Zombie Pigman
2. Rename with Name Tag
3. Give Enchanted Golden Helmet
4. Save and Quit
5. Re-enter world