Yes, they did, but I cannot see how hitting your head - at velocity and no small speed - despite its bony protection, aka the skull - against anything else (a ball, another player's head) does your brain cells any good.
A shocking court case at some stage, subsequent health and safety legislation - all of this may well lie in the future.
But, it would not surprise me to see either protective headgear or limits, or a prohibition, on heading enacted at some stage. Some of those interviews were harrowing to read.