ORIGINAL: eldeguello
Whether a bullet goes completely through the game or lodges somewhere inside is not nearly as significant as WHAT the bullet hits inside the animal before it exits, or stops penetrating. If it hits and damages or destroys vital organs, the animal will die very close to the place it was standing when hit. If the bullet misses vital organs, it will not die, at least not right away, and it will probably be lost. The size of the bullet and the kinetic energy carried by the bullet is not nearly as important as what it hits as it penetrates through the animal, whether it exits or not.
However, a bullet that exits is twice as likely to produce a significant blood trail, which is an advantage if tracking becomes necessary.
that's the way I look at it.
You poke two holes in a deer (especially if one leads into the pump station), you're going to be using your skinning knife very soon