That sounds like a "just one of those things".................. the 250SST should usually give you a pass-thru unless you hit some serious bone or else used too light of a powder charge (less than 70gr).
Personally, I like to use heavier bullets - at least 300gr. Typically I've used 350gr or more in the past and have never had an animal take a step after being hit.........hard to argue with success.