I don't own one but judging by the look.. I would have to say it's attached. I'm looking at this like what they do with Funkos. It just would not make sense to me for it to be removable since Pinkie would be missing a good bit of her mane
Yeah, I was wondering about that, too! I think you might be onto something
If it's not you could glue it on.
He wouldn't want to change anything by doing that. Must be kept in original arrived-at-home condition doncha know (this includes chewed off ears and bite marks NO FIXING!)...
If it were me, and I wanted it attached and it wasn't, I'd be glueing away (I'd keep it loose, actually, though, 'cause I like to play with them-- including taking hats on and off lol)