It is entirely possible for a bullet to impact the head at such an angle as to not damage the skull, but simply go under the skin, travel along the bone, and then exit the skin. It would cause one hell of a headache, but no lasting damage of the brain. This happens in war with full metal jacketed bullets, especially the small caliber bullets used in the AR-15 or M-16 type guns. Even 30 caliber bullets will do this if the bullet hits at a glancing angle instead of a straight on hit. A straight on hit would blow a chunk of skull and brains out of the exit wound due to hydraulic pressure.