Yea, it happens if you hunt enough.
I had two this year - both makable shots for me even off the shooting cross sticks at 200 - 210 yards. Both were sitting on their holes, good profile shots - no excuse for not anchoring them with my super accurate 223 Rem Browning Varmint Stalker with 50 grain Nosler's.
The first one I rolled, and it tumble off the hole. I assumed it was mortal wound especially since he remained motionless. Damn if it didn't jump up a few minutes later and run into the hole. Not much a blood trail but when I inspected the hole it had made it deep inside, unretrievable and even after probing I couldn't feel it the hole. Go figure.
The second one I hammered sitting on his hole about the same distance - again good profile shot. After the shot it just laid there. Again, I assumed a mortal wound. However, a few minutes later it ran into the hole. There was a massive blood pool on top of the hole, but it had managed to get deeper into the hole so I couldn't see it. After probing with one of my shooting sticks I could feel it in the hole. Blood on the stick confirmed the kill but I still could retrieve it.
I hate wounding them and do my best to make ethical shots but in hunting, s**t happens. I've successfully shot a bunch on their holes but those were in my young days when I was a much better field shot. With my aging skills and body, I'm now adopting a practice of not taking a shot while they are on the hole. Even if you make a less than perfects shot, if shot a distance from the hole, many times they will succumb before they reach the hole or pass out just at the entrance.