It's not uncommon. The skull is very strong, and unless the round is able to hit it square on it's probably more likely to glance off. I once saw a training video where a police officer who had survived a gunfight was being interviewed. He was shot between the eyes, breaking the bridge of his eyeglasses. The round penetrated the skin, went around the side of his skull, and exited the skin on the other side of his head.

This is why shooters being trained to make head shots are taught to aim for the inverted triangle between the eyes and nose as a round is more likely to penetrate there than other parts of the skull.