Sometimes they just do that.
Put a few more down with that muzzleloader setup and I'll bet your initial experience with it would be the exception, rather than the rule.

I've seen it before too. Multiple times. The most dramatic was a doe antelope that was blowing chunks of lung out of two bullet holes, her nose and mouth. She ran 500 or so yards before bedding down, and still required a finisher. The blood trail looked like barbecue sauce that was poured out in a line. I didn't know a critter could have so much blood and so much lung, let alone go as far as she did while loosing it. That same bullet/shot has dropped several other antelope on the spot.