I prefer them separate as well. It's hard to describe...
it's an illusion that the axe goes all the way through his hands. The bottom of the axe is actually permanent and affixed to the hands while the top of the axe is a separate piece. The thing is that the part of the top of the axe that goes into his hands doesn't go in far enough so it's not anchored well and wobbles around and can easily fall out. I hope that makes sense.
And to VERY clear - not really an issue for me at all and doesn't make me dislike the figure. Just passing along what I see. I like the lil dude and am glad to have one