Generally, if you like a 30-06 at 200 yards, you're going to LOVE it at 10 yards. I've seen deer's insides explode from a shot at extremely close range. One deer that my son shot a little too far back was completely eviscerated, and there was nothing left in the abdominal or thoracic cavity to clean out.
I shoot 165 grainers exclusively-- nowadays Hornady SP, but Core lokt is similar. Rem factory stuff will put them down perfectly. If you're reloading with Core-lokts, you should not have a problem. If a bullet like the Core-lokt or a Interlock is sent into a deer too energetically, what you would get is over-expansion not under expansion. Your question would indicate you suspect latter.
There is never going to be a situation where the bullet passes through the deer too quickly to expand. When it's going too fast what you will get is the bullet fragmenting or exploding, but at 30-06 levels and cup-and-core bullets, this should not be a problem. Pencilling (under-expansion) happens when the bullet is too strong for proper expansion at a given velocity-- that's why FMJ works the way it does. I've pumped a lot of 165 grainers, 180 grainers and 150 grain cup and cores into deer out of 30-06 and 308 WIN. Sometimes the shots weren't exactly according to Hoyle, but they always were fatal if they ended up in the thoracic cavity; the interiors of the deer look like they've gone through a food processor. Even at 10 feet, you get proper expansion. The rib fragments alone can do fatal damage to organs.
When deer go down like they've been pole-axed, and then get up and run away, the problem is usually a grazing shot off the top of the spine that briefly interrupts the nervous system. It paralyzes them and then the effect wears off and they recover and run. I've witnessed this twice, but never when I was the one pulling the trigger. However, there's usually no blood trail either.
Based on what you stated:
1) I would suspect you might have been shooting a bullet that was too strong. There are some out there that are this way. If this was a standard Rem Core-Lokt, then this is not the case.
2) I would suspect a problem with the point of impact. If the rifle was shooting somewhere besides where you thought you were aiming, you might have his a spot that stunned them briefly.
. . . but then again, I've HAVE had one instance with the 7600 in 35 Whelen where I put three into the boiler room at 80 yards and the deer just stood there looking at me. It spooked me. The first two went in through the same hole and made a massive exit wound. I moved the point of aim 2 inches towards the back and pulled off a third shot. The deer teetered and fell. I was already on my way down out of the stand when the deer got back up. I racked in a 4th round, but the buck finally succumbed, before I could get it off. The devastation from those three rounds was . . .well, it Whelenized the buck. That's all I can say. Strange things happen in the woods.
Also: My son eviscerated that buck I mentioned on the second shot. The first one he pulled off was dead-on pulping the heart and lung. The deer just stood there and stared at him. I suggested he put a second round into him. THAT was the round that opened up the flood of innards-- deer still managed to run 60 yards with no organs.
If you don't mind, please share the load with us? Powder? Bullet?
Bottom line: There is a basic rule of thumb that says there is no such thing as bullet failure if the deer is dead. There is also no reason to suspect bullet failure if the deer is never recovered. The USUAL answer is that the shot was misplaced, or the bullet was interrupted by some intervening brush. However, my 28 seasons of experience have shown me that anything is possible.