Back when I started hunting with muzzleloaders, sabot bullets were still years away from the marketplace. At the time, there were basically two bullet options--round balls and conicals. It didn't take me long to pick a side on that debate.
Round balls killed deer if everything was perfect. But they also did some funky things inside game. They would deform, particularly if they hit bone, and then all bets were off. Round balls would often change direction mid-deer and rarely penetrated very deep once any amount of expansion occurred. When entering, the ball would stretch the skin before punching through, and due to the natural elasticity of deer hide, the entry hole would usually be smaller than the bullet. Often the round ball would not exit, and poor blood trails were common.
Conical bullets, on the other hand, had a larger-diameter entry wound and almost always exited. They penetrated straight with a predictable path. Deer usually required tracking, but we always had a blood trail, often from both the entry and exit hole.
The most popular muzzleloading bullets have changed a lot over the years, but a couple of things have not. One is that, given the velocity limitations of muzzleloader rifles, shot deer still do not react as they might to a magnum centerfire. One huge disservice to hunting that television and videos have done is create the illusion that big game animals usually do a dramatic bang-flop when the gun goes off. Not true. Most big game animals will run after being hit. There are exceptions, but the majority will run. Some only make it a few feet, but even vitally hit game can go several hundred yards. The new generation of highly engineered expanding muzzleloader bullets has changed the dynamics of this somewhat, but muzzleloaders are still low-velocity hunting firearms; dramatic kills are not the norm.
For example, I recently took the first whitetail buck ever killed with the new Knight Long Range Hunter. I used 120 grains of Triple Seven FFg with a pre-production sample of the new Barnes Spit-Fire T MZ bullet. I had the rifle topped with a Kahles Multizero scope, and I can safely say that I had the most technologically advanced muzzleloading equipment available. I shot the buck through the heart, the bullet quartering back through the lungs and liver and exiting on the off-side.
Because of the relatively long distance of the shot and the heavy rifle, I was able to witness the bullet impact through the scope. The buck stumbled, then ran off like I never laid a glove on him. I had a hard time finding a blood trail in the fading light. Finally, the adrenaline burned off, my brain started working again, and I realized my mistake. Wounded game often backtrack because they know the trail is safe. This buck had started off in a different direction, but after he was out of sight, he hooked around to the trail he approached my stand on, and he was lying on his old tracks 100 yards down the path.