Yeah, it's a problem with the mold. Same thing happened with Teela. I posted this elsewhere, but I'll copy it here for your convenience.
I took one of the rubber bands from the packaging, tied it in a knot around the peg, and pushed it in till I can't see it. Cut off the tips so they aren't sticking out, and voila. You hardly lose any movement (you can still move the head around fine, it's just the lower part of the joint that can't lean forward anymore).
I suggest putting her head under hot water for a while before pulling it off and putting it back on to make sure the neck doesn't break.