You ever tried to run your fingers through a weave that's been plastered with 3 cans of spray laquer (hair spray)? If you get your fingers into it, you might not ever get them out again (in one piece, anyway)
Seriously, I watched this story on local news last night and I think ULC is right, the bullet passed through something (maybe even sheet metal) before it got to her hair. She's still lucky, but I don't think the weave was all that saved her skull.