With the SST/TSX I don't hesitate to take any shot. I could shoot a pig up its asshole and recover the bullet on the opposite end of its body. But yes I agree, for the most part if you're recovering the bullet on a shot through the shoulder, then the bullet didn't do its job. I've only ever encountered that on 110gr Hornady V-Max (though it was still DRT).
Hornady SST bullet retrieved from the 190 lb. sow I shot in Texas (My first kill) It was a reload round. I used Hornady 7mm-08 once fired brass and 41.3 grains of IMR4350 powder. I put the cleaned bullet inside a pendant to make a necklace.
The 165gr Accubond out of the 300WSM was a little overkill for the first hog I shot -shot through the heart, completely pulped it, and blew out most of the ribs as it exited. Decided to downshift and switch to the .308 Ruger Scout and use 150gr Federal Powershoks. Wounded a second one, tracked it down and put one through the chest at 25 yards. Bullet was recovered in near one of the hind legs, it retained about 50% of it's weight at 75.9gr.
Probably not going to be using the WSM on anything closer than 100 yards from now on.