I've killed dozens and dozens of groundhogs in MA using .223 and .17HMR. In both those calibers sometimes you do not get pass-through. Most of my kills were made with a .223 from 100 yards or more, I was using match ammo, but it was heavy 75gr. More than half the times there was no exit, but the groundhog didn't even move after being hit, like a lightening bolt. I just think the density of the animal, bones, or pelt causes tumble. The same, and more so, for the .17HMR, sometimes you just get no exit. In either case, if you hit bone (such as headshot) there is definitely a big entry/exit/who-knows hole! I once shot a large groundhog at 25 yards with .223 and couldn't find an exit OR entrance hole! There was no blood at all, just a large floppy animal. I pretty much think it destroyed most bones/organs inside but the fat sealed up the hole, I have seen this in bears and other animals. Many of the .223 victims that I threw away or moved were extremely "floppy" after being hit, so I figure bones were definitely destroyed inside, causing bullet not to exit.
So just because the bullet didn't exit don't assume that it doesn't have enough power. I am pretty sure my .223 is deadly out of 20" barrel bolt action well out to 500 yards, even if I don't get exit wounds at 100. The same rifle has killed deer (also with no exit) with same ammo at 150 yards, and they fell instantly just the same.
Don't worry about exit, worry about if the animal went down. If it did, keep using it.