CGI/FAKE or Something Else ?
I'm not sure we could make that assumption. We have no real idea as to alien physiology. (Assuming this being might be real, which I'm not convinced it is) When we think of bones, we think in density and weight as our own bones - human bones. However, maybe their bones, including their skull is very lightweight? Made up of an unknown substances and fluids that compensates space travel? Much like our spine, filled with fluid and disks to cushion us when we walk in our gravity. Who knows. I don't really know. The possibilities, truly are endless.
Some schools of thought maintain that these beings are more robotic like, rather than sentient beings.
"The love we withhold is the pain we carry." ~ Morinay