I think the damage is being calculated as if it's from melee
the difference between hitting the head and body is almost non-existent, here is proof
throwing axes should have the same damage multiplier to the head as an arrow
AFAIK headshot damage increases only a lot with piercing damage, that goes for melee as well. Its not a bug.
Also, look at the distance and relative missile speed of the screenshots, this explains your example.