In the "fist-pose" assassination attempt against Donald Trump, would not the shock wave from the passing bullet have torn up a much bigger wound in his flesh?

My friend pointed this out today. I remember I saw some post on Reddit where the shock wave from a bullet could potentially tear up a massive flesh wound in the surrounding tissue if passed close enough.

Anyone more knowledgeable in guns and bullets that could explain this for me? Is it true? What was the caliber of the bullet that passed his head? Would that cause a bigger flesh wound?

Thank you!