You didn't say what bullet or caliber (although it probably doesn't matter much), but my father hunted and shot everything from bighorns, moose, elk, deer and speed goats with Speer's 165 grain Hot-Cor bullets in his short barreled BSA Featherweight from the early 1960s onwards for almost 50 years. It was a moderate load with IMR 4320, picked out of one of the early Speer reloading handbooks.
While my younger brothers and I spent parts of our paycheques on Speer Grand Slams, Nosler Partitions, Barnes, etc, Dad just kept filling his tags using those 165 grain Hot-Cor bullets. Wouldn't even move up to a 180 grain bullet years later when we took him up north on a dedicated hunting trip for big moose. The Hot-Cor bullets worked for us as well when we were also hunting with our 30/06s - we just believed if we spent enough money on more expensive boutique bullets, we would find The Magic Bullet that would instantly kill everything in it's tracks like a lightening bolt from God himself. We didn't have long searches for critters he shot that ran away after being shot, all of them were pretty much DRT within a few hundred yards at most, while we followed the blood trail to find them.
With that in mind, if you have a 150 grain bullet (or other) in a similar caliber that has been performing exactly as you wanted and expected it to, you might want to ask why you would suddenly lose confidence in the bullet because it did not exit this time?
Very few of us actually have enough experience in bullet performance from having witnessed dozens of big game animals shot and being able to see the results first hand. Guys who have been big game guides for years perhaps, others involved in culling operations. So we go with our limited personal experience. We have a friend who has shot more big game than I will ever dream of; for decades he did a self-guided trip to northern BC each year where he parked his truck and walked back into the mountains hunting prize big game like bighorn sheep, goats, caribou, etc. He has sworn by the Hornady Interlock in his 30/06 since the 1970's and still hunts with it to this day. I shot exactly one elk with a Hornady Interlock sometime around 1978 while trying different bullets. At about 100 yards, the recovered bullets looked like long pencil erasers; have never reloaded a Hornady hunting bullet since then no matter how clearly they work well for him.
There is also the real world reality that once in a while a defective bullet is going to get through the QC/QA process no matter who the manufacturer is. Maybe those Hornady Interlocks I was using that day were one of those escaped defects.
Whatever bullet in whatever caliber you're using, if you've been using them successfully for a long time and the only difference here is this one didn't exit, if I were you I would be using the very same bullet again this year.