I've had these heads in the past.
They are genuine Playmobil and they are not very easy to remove, It was discussed before on another site along time ago and the idea was that they belonged to early key chain figures.
The screw on the key chain travels down into the hollow peg and the clips in the head were supposed to be enough to keep the hair on and the figure in one piece.
As you have just found out it is possible with a bit of force to remove the hair and break the figure away from the key chain.
Playmobil obviously changed this design at some point to the type of key chain head we get now with the peg made in the head.
So, maybe when they changed the design they used up all of the old style heads on normal figures.
The only way to confirm the Key chain theory is to dismantle as many old key chains as possible and see what kind of hair and head they have, any volunteers.