The Army's AN/ALQ-156(V)1 Missile Approach Detector / Missile Approach Warning System (MAWS) an airborne radar system carried on the CH-47D which is designed to warn of a threat missile actually targeting the aircraft, thus enabling the effective employment of evasive maneuvers and electronic warfare and infrared countermeasures. It was developed as part of the Integrated Defensive Avionics Program (IDAP), along with the AN/ALE-50. The AN/ALQ-156(V)2 Missile Approach Detector provides protection for the EH-60A, RC-12, C-23B aircraft, and the AN/ALQ-156(V)3 is used on the OV-1D.---AN/ALQ-156A MAWS Missile Approach Warning System
And this is just one example. There must be more like this in our arsenal. Why aren't they working 100%?
Most defensive shields use one of two methods for detecting incoming fire: (1) Targeting radar signature from the inbound weapon or (2) Defensive radar skin-paints originating from the aircraft or other platforms (like AWACs).
Given that the helicopter appears to have been shot down by a "rocket", by which I believe they mean an RPG, only the second solution would help, and that is limited by the distance from the shooter and the speed of the projectile. It's good to keep in mind that Goliath was felled by a kid with a sling and a rock. The same principle is at work here - even an archaic weapon like a bolt-action rifle can be used to make a lucky shot.
I don't believe there will ever be invulnerability for our troops and their platforms, especially for helicopters. Helicopters, after all, don't really fly - they beat the air into submission!