This is intentional. This is the way all headline tags are designed in VaultWiki 3. Also, the hide link relies that there is a parent h2,3,4,etc tag present in order for the show/hide effect to work properly.
If you want to style them differently, you can always add more classes to the headline (keep vw-head intact), and style the headline using your extra CSS classes. This has the added benefit (over template edits) of being less likely to break during a VaultWiki upgrade.