Holy Mary and Joseph! Don't you know those things aren't safe?! Get Jesus out of that thing before he goes down a flight of stairs. Child safety standards in First Century Bethlehem (yes, Bethlehem, not Egypt) were obviously deficient. Or at least as the Clèves Master, an anonymous Fifteenth Century Dutch artist, imagined them in an illuminated manuscript.
See more about baby and kids at NeatoBambino
And, most likely, it's the same reason why mom is also wearing her helmet while playing in her walker.