So they do... but the gun you mention, at least in my opinion, would also be just barely adequate for big game. The review states that the 250 grain pellet was fired at an average first shot MV (i.e. with a fully charged air tank) of 602 (that's six hundred-two) fps, which is roughly 200 ft-lbs of energy. To me, that's at best marginal for ethical boiler room shots on deer. The hogs he shot for the review were shot with .50cal roundballs, and he even stated that one took three headshots before it went down for good. If my weapon of choice requires up to three head shots on the animal to kill it, it's not sufficiently powerful for that type of game IMO.
That said, he's talking about a 22cal airgun... which is a bit... unwise.
Mike