Training your muscles makes them stronger and more resilient, training your bones makes them harder. That's a proven fact about martial arts. Does that mean her bones are unbreakable? No. Of course it doesn't. Does it mean she's tougher than normal? Yes. 

Using bullets as your example is like saying that because she'll get hurt by a steel I-beam that means a pine 2x4 will do the same amount of damage.

That said, I edited damage in Allen. She also took damage from the electricity itself when she absorbed it, so I am sticking to her weaknesses.