Yes, the format of this module is quite unusual. I didn't choose it intentionally. It's first and foremost a legend about a long-forgotten sorcerer who still influences the current world by "haunting" a famous path and giving quests to those who travel that path with a "mage's question" in mind.
Therefore, this module couldn't take the form of a "good old dungeon crawl," but rather a series of adventures offered to those seeking answers to thorny questions—a fairly common situation in any long-running campaign setting :-) Each adventure includes a description of a section of the famous Valegor path (sometimes containing its own risks and perils), the object that is discovered, and the quest given by Valegor to those who find it in exchange for an answer to their question.
Now, regarding the scalp, it's inspired by the myth of Samson in the Old Testament. Blows that strike a player character wearing this hair are therefore ineffective, unless the hair itself is struck, destroyed, or torn out. From my perspective, however, this would not make the player character invulnerable to attacks affecting the mind or to drowning, for example…