Yes there are exceptions to every rule but an arrow or bullet through only the lungs will 99.9% of the time kill an animal quicker than a heart shot. Any surgeon will tell you the same thing.

There are many thousand times as many blood vessels in the lungs than there are in any other part of the body. When the lungs get sliced blood pressure instantly drops, blood vessels to other parts of the body constrict, and the heart beats faster and faster to make up for the loss in blood pressure. The faster the heart beats the faster blood is pumped out of the body and the faster the body and brain are deprived of oxygen and the quicker the animal passes out and dies.

If the heart has a hole through it it can not pump blood so the blood simply drains from the heart with the help of gravity rather than being pumped out under force.

Think of a single cylinder water pump. If the cylinder wall has a hole in it then it can not move water. It will simply slosh it around instead of pumping it out in one direction. Now put a hole in the hose attached to that pump and water goes spraying everywhere.