The arrow cuts through the blood vessels and nerves. A bullet blasts it's way through. I heard of a guy who killed an elk with an arrow on a really lousy shot - he hit it in the lower leg. It bled out and he recovered it several miles away. I doubt you'd find most animals that badly hit with a bullet.

“In a time of deceit telling the truth is a revolutionary act.”
― George Orwell

It's not over when you lose. It's over when you quit.