I've seen this as well, with several different weapons, including bows...Seems if you hit them low in the lungs you get blood quick, if not, they may run aways before you have tracking blood...

My buddies and I have shot at least 15 with the 250 SST/Shockwaves...I use 90grs of Goex or Pyrodex R-S...I finally just started popping them high in the shoulder and dropping them...We don't have tracking snow down here, just swamps and cutovers, places you don't want to go into after dark...

I will add that it's my opinion that if you don't anticipate shots with a muzzle loader over 125 yards than you will be better off with a hollow point type bullet over the tipped ones...When I shot the Barnes MZ, I had larger exit holes than I get now...I would expect that the Barnes, Hornady XTPs and the Noslers that some guys use on here would give similiar results to the Barnes...But...I've also seen
"good shots" with center fire calibers have the exit hole plug with fat, intestines, etc, which also plugs the hole...

I honestly think the trick is to pick a bullet that your gun likes, take a good shot and keep looking until you find the deer...