you can't "change head" model, as head model comes with skeleton in it. The skeleton can be different in models, but it the same within one .ydd file. When you change head model, you either change it with skeleton (head will be Ok for this skeleton, but the rest of models will not match skeleton assignment) or you change it without skeleton (all other components will be ok with old skeleton and new head will not match the old skeleton).
Parts replacement will need re-weighting in most of cases. once you load a .mesh object (or any other mesh object) for replacement/addon,
1. ensure it has Rigging and Max rig bones = 4 in mesh\vertices\format;
2. use Rigging\Influence\Copy tool to copy influence weight from original object onto replacement/addon object.
P.S. the said above applies to "change upper model", "change lower", "change accessory" or even "attach badge" model too - reweighting will be needed too.
P.P.S. On your image it looks like you've replaced head (and hands) mesh only and retained original skeleton (upper and lower parts are rigged properly).