Comment 8 by Steve Zara

I believe bullets cause significant shockwaves as they pass through soft matter. I guess that would be sufficient to cause concussion and thus an invariable instant drop. Possibly in some cases tissue damage would be sufficient to kill outright.

The questions of which regions are critical to consciousness and core body and core brain functions are interesting. Under what circumstances does the brain switch to, or perhaps is forced into, non-consciousness? What is sufficient to permanently prevent it from operating such that consciousness is present?

I'd guess the notion is based on the observations of soldiers, e.g. in Vietnam. Likely by the time the fighting was over people shot that way were dead, and it was assumed to be instant.

That's all conjecture, though.