Ignoring the simple physical damage caused by the projectile, the compression and shock wave alone from a bullet passing through the brain or spinal column is enough to contuse or concuss the surrounding tissues to the point that the target isn't going to be doing too much in the next few minutes.

It's not uncommon for a round to hit the skull at a shallow angle and slide along it, rather than penetrating into it. That's kind of what the skull is supposed to do. That type of hit isn't a CNS hit, however, it's a flesh wound, or maybe a skull fracture. Being hit in the head != being hit in the brain. The defensive handgun instructors I learned from a while back taught that when you aim at the head, you're aiming at a box about 2" tall by 4" wide, which would bracket the eyes when you're looking straight at someone. That target box is always over the center of mass of the head, which will give you the best chance of a perpendicular impact, and so the best chance at the round punching through bone. Fairly significant portions of the head can be damaged without causing an immediately life-threatening injury, since they don't contain brain or the blood supply to your brain.

If the bullet actually passes through the brain at a reasonable speed you're extremely screwed with a high probability. The shockwave will push most tissue aside, but inside the skull there is nowhere the tissue can go so it will be flattened against the bone. Same as with artifical armour, as soon as it's penetrated it often does more harm than good.