So what are you going to carry instead? A .45? A .45 travels slower and has less energy by the time it hits its target, so it probably would have stopped as well. I don't know about a 9mm round. Its higher velocity may have helped, but the lighter mass wouldn't have. It's very likely that the round either ricocheted, or passed through the window glass before finding her head, as well.
Also consider that the back of the skull is relatively thick compared to the front "target area" around the eyes and sinus cavities. The combination of her hair, her skull, her head moving forward, and a possible ricochet could easily absorb the bullet's energy.