I think what we have here is short-mans syndrome for firearms.
Which is trying to prove something by hunting big game with a varmint rifle?
You ever look at a bullet penetrating ballistic gel? The powerful ones cause a lot of damage the whole way through. The ones that just manage to get across are losing their destruction radius quickly. If a bullet is penetrating the vitals with 3000-4000ft/lbs of energy, what difference does it make what it leaves on the other side of the target?