All you need to know about Malala is that she pissed the Taliban off by defending the right of girls to go to school in her local area of Pakistan, so they decided to silence her voice by murdering her as an example to others who dare to speak out. They didn't succeed and as a result she now has the ears of the world. They lost, she won, it backfired.
Wearing a headscarf is not inconsistent with rejecting the Taliban, she's still a Muslim and chooses to do so.