Upon further investigation it looks like there was some kind of glue in there. Once that is removed the head sits rather loosely on the neck. I betting some genius decided it was a good idea to see to it that the heads didn't come loose in the package.
But from what I can tell, One Should Pull, NOT Turn, if their CC's head is stuck.
It looks like my Resolute CC now has some upgrades. He looks pretty damn cool with a chrome head and the new hairdryer gun is real nice. The new CC was a little to tall go all that well with my 25th Destro and Baroness any way.