He was beheaded only because the queen requested it -- she was being a pain. She could have whatever she wanted. She wanted him dead , she wanted his head.
Actually He wants our Hearts not our heads.
Jesus Christ is the 'head' leader of the Church.
Our own heads get in our way of our Hearts. Following own heads using our powers of reason and logic alone will get us into trouble when we are not let by the correct Head, which as you say is Jesus:
"O LORD, I know that the way of man is not in himself: it is not in man that walketh to direct his steps." Jerem 10:23
"O that my ways were directed to keep thy statutes!" Psalm 119:5
"But the Comforter, which is the Holy Ghost, whom the Father will send in my name, he shall teach you all things, and bring all things to your remembrance, whatsoever I have said unto you." John 14:26
"And I saw thrones, and they sat upon them, and judgment was given unto them: and I saw the souls of them that were beheaded for the witness of Jesus, and for the word of God, and which had not worshipped the beast, neither his image, neither had received his mark upon their foreheads, or in their hands; and they lived and reigned with Christ a thousand years." Rev 20:4
People receive the Holy Ghost willingly at the start as Peter stepped out of the boat so willing and walked on the water. Then they begin to look around at the dangers [and the attractions]. This was the "old man" kicking back in not willing to trust God to lead him, leading himself again Peter began to sink. But Jesus was still there and when Peter called reaching out his hand for help Jesus took hold of him and saved him from drowning. It was Peter's own head [the "old man"] that got him into trouble when he effectively took his eyes off of Jesus...
The Apostle admonishes us: "Quench not the Spirit" I Thess 5:19... but we do it too often or we would never sin again, we would never begin to sink again beneath the waves of death. Fortunately in spite of our ever pressing head of flesh which wants to recover permanently the dominion over us, we still have an advocate with the Father:
"My little children, these things write I unto you, that ye sin not. And if any man sin, we have an advocate with the Father, Jesus Christ the righteous:" I John 2:1