Alright, since everyone and their goddamn cat is either confused or constantly making jokes about this new Mega Evolution's design, I'mma shed some light over all of you.
Bagon cherishes a dream of one day being able to fly. In an attempt to fly, Bagon throws itself off of cliffs, but ceases to succeed. Due to its hard head, it doesn't feel much from the impact, explaining its Rock Head Ability. In certain individuals of Bagon, their whole bodies become more resilient, not just the head, giving it a tougher body, which explains Sheer Force. Summarizing Bagon in one line would be as follows:
I chase the desire of flight.
Shelgon is in a con