There isn't really a magical gap between the important bits in the chest cavity. Its quite full of important squishy bits, and fatal if you actually hit it. For animals that are shot and lost with that as a point of aim, missing entirely or a poor hit are the most likely rational explanations. For animals that actually are hit to take some time to die even when hit well in the lungs/heart isn't particularly unusual at all with any calibre and any shot angle. Nothing except hitting the off switch in the CNS guarantees a drop right there.
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