Arai use external sun shields, their statement is below

There are three good reasons not to use a build in sun visor:

1 - No reduction in thickness of the EPS inner shell is needed. When the visor is build in, the space for it is created by making the EPS liner thinner

2 - No weakening of the outer shell. The air space needed for a build in visor and the lack of bonding between the outer shell and the inner EPS liner will weaken the outer shell

3 - No operating mechanism needed. The operating system will also need space that is not available for the EPS liner any more. Furthermore it often contains metal parts within the EPS liner that could be dangerous in case of impacts.