The soccer ball is not really that hard, and you are hitting it with the hardest part of your skull when you perform a header correctly. I have seen some bloody noses due to bad headers, but no concussions or serious injuries. That only happens when someone gets kicked in the face haha.
More concussions are to be had if you played American style football, but that is due to people leading with their head while tackling humans (helmet to helmet). Hockey also has its fair share of concussions.