Don't.
Not only does it potentially further hurt a pony's resale value (some collectors prefer sealed, though many don't care) but adding yet another potentially volatile chemical to the vinyl can end up causing problems years down the road. Glue is notorious for yellowing and staining, and really shouldn't be used unless absolutely necessary. There's really little harm in having a loose head; makes it easier to inspect for mold or mildew damage, tail rust, or other internal problems, and it doesn't change how nicely a pony displays.