I think they have a velocity "window" and that's the reason the guys using 140's in a 7/08 (say) talk of increased penetration and quite a few exits, while the guys using the same 140's might see more recovered bullets, and more weight loss when starting them at 3100-3200 fps. Couple that with faster rotational velocity and the stage is set to tear them up more.
The 7 mag shooters seem to do well with the 160's and that's a better match to the cartridge.
I'm not bothered by whether the bullet exits or not; so long as it has the ability to penetrate to the off side hide and break bone before it reaches that point; the damage is done. But I note in passing my buddy is building a small collection of 200 gr AB's from a 300 Weatherby at 3050 fps or so,recovered from dead elk. I have assured him from experience that if they were 200 gr Nosler Partitions he would never have recovered them with those same shots.
