Put it this way. Helmets are designed to meet or exceed certain impact tests. DOT, Snell, ECE, what-have-you. Helmets that don't pass these tests are deemed dangerous. I would think that if a helmet was run through these tests with a dummy head inside that was one size too small, they would fail. So how much do you value those helmet standards? Would you be just as happy buying a helmet that didn't meet any safety standard?
Besides, you'll get used to it. What seems tight now will feel "nice and snug" in a few months. It's like people who don't wear seatbelts because it makes them uncomfortable. They're just not used to it, that's all.
And one more thing... a helmet one size too large will allow much more wind noise which is annoying/tiring/damaging all by itself. As long as it doesn't cause you pain, get the tight fitting helmet.