The Dark Heresy main rulebook actually sheds some light on this stuff, because sanctioned psykers are one of the main classes.
The sanctioning process is extremely brutal. The book leaves specifics to the imagination, but basically the psykers get physically and mentally tortured to determine if they'll crack under pressure. If they stay strong, then they're worthy of life. If they start to show signs of behaving irrationally or letting their powers get out of control, they're Golden Throne chow. Psykers wind up with things like needle marks all over their body and parts of their skull missing during the sanctioning process.
This, combined with the fact that they basically have a gateway into hell in their brains, through which daemons can try to claw their way free, means that being a psyker is a seriously stressful and draining thing, physically as well as mentally. Things like sleeping disorders and mild mental problems are common among even more stable psykers. So it's easy to see how this could take a physical toll on a person and make them develop a frail appearance.
As for librarians, they already have a superhuman amount of durability, so it's not surprising that they don't look sickly.
TL
R-It's directly related to the immense amount of stress that being a psyker causes.
As for the head gear, again one common thing that happens during the sanctioning process is that psykers blow out a piece of their skull. Psychic powers are a literal strain on the brain, and lots of psykers have various kinds of prosthetics and cybernetics on their skulls, wither to replace blown off bits or to try and relieve the pressure.
Being a psyker is fun.