For two reasons:
1. We are, in effect, our brains. Change the brain, for example by shooting a bullet through parts of it, and you change the person. Personality is not some magic essence that floats around in our heads, it is physically encoded in the connections between neurons. Disrupt those connections, and you disrupt the personality.
2. Being shot, be it in the head or anywhere else, is an enormously emotionally traumatic event. Often it is associated with a prolonged hospital stay, a long reconvalescence, and/or chronic pain. These sorts of experiences can and will change a person.
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