Hi,
It looks like your Helm of Saint 14 is a Year One version. Only Year Two exotics have the Infuse perk.
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Mine is definitely not year one as I have been steadily infusing it over the past months. Now though when I hover over the infuse option, no helmets appear even though I have three stronger ones on said character. The helmets appear when I go to infuse for my Solstice helm and my exotic Skullfort, but none are present for Saint-14.
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Never mind. After Forsaken update, DLC equipment can only be infused with DLC equipment. Osiris, Iron Banner, Warmind, etc can't be infused with equipment from the primary game (at least not anymore).