I don't find it surprising at all because I've had my own share of unexpected results.

I shot a mature buck broadside from 40yds with a 300WM/150gr bullet; it ran 50yds and the Nosler Partition didn't exit so that kind of surprised me.

A few years ago I shot a mature buck from 40yds with the same 300WM/150gr Nosler Partition load straight on in the neck. The bullet shattered the spinal column, didn't exit and I still had to put another shot in it because it was only paralyzed.

I never found either of those bullets. My point is, expect the unexpected. With the cartridge/bullet/distance/shot placement/etc...in your scenario I would expect the bullet to exit and the deer to drop on the spot but it doesn't surprise me that it didn't work out that way.

Just my 2 cents.