I'd like to add that Mab smashed Harry's head into an elevator hard enough to leave a Harry's Head-Shaped dent in it, and Harry walked away without a problem.
Blows to the head like that are pretty damn dangerous. I've seen my share of concussions over the years, and that's the exact kind of hit that should have caused one (sudden, a hit for which Harry could not brace, and with likely much more than the 60 g's typically cited as the approximate amount of force to cause a concussion on impact). Plus all of that force was focused on Harry's head. The elevator denting robbed the hit of some of its force, but not enough for Harry to just... get up and walk away a minute later.
From that one example, I hypothesize that either:
1. Harry did get a concussion and he simply didn't notice it (that happens; one guy in my old HEMA group didn't realize he had a concussion until a couple days later) until some time after Skin Game;
2. Harry got a concussion, but the Winter Mantle suppressed the typical symptoms immediately (dizziness, memory loss, etc.) and it accelerated the healing process so much that he recovered quickly, before the suppression stopped working;
3. Harry was not hit hard enough to get a concussion;
4. The Winter Mantle has some kind of... durability enhancement ability, so Harry can withstand more punishment. Meaning he actually IS more resistant to injury, not just the pain that comes with it.
5. Harry has been hit on the head so many times that this new concussion just blended into the background of his old head injuries (if he wasn't a wizard, he'd be a poster child for CTE).
I think two and four are most likely.