Years back I hit a buck that was quartering toward me at 40 yards with a .30-06 and it left no sign that he was hit. No hair, no blood, nothing. We looked briefly and assumed I missed him. We found him a couple days later not too far away. I learned a valuable lesson that year; always look long and hard for the deer.
I think the angle of the hit can make it so that the bullet doesn't necessarily exit. The other thing I learned that year was my bullets suck. That wasn't the first deer that the bullet didn't exit on. So I switched to Nosler Partitions and have had pass throughs ever since.
My guess is, if you think you hit that deer then you probably did.