I'm going to start by saying that I agree with what you are saying. All of the "small caliber" threads show a mountain of successful hunts with X bullet and Y cartridge at Z impact velocity. I know they are effective at killing game. What often doesn't get shown, and this applies to any cartridge/bullet combination, is the game that wasn't recovered, game that was recovered after the meat was bad or eaten by other animals, or game that was tracked an excessive distance before being found. We can get data from the last two if the hunter decides to post the results, it's that first one where there is no animal to examine, that we lose valuable data. I think most of us have seen enough sob stories to know the bullet likely didn't hit where the guy says it hit. But I think most of us have also experienced weird situations ourselves where it took longer to find than what the skinning process said it should have been and maybe another hunter wouldn't have found that animal.
Case in point with your thoughts: None of the deer I killed with the 77TMK took a step following the hit, but one tumbled down the mountain 100 or so yards, in fairly open county, but happened to stop in a fairly small, thick, low patch of willows. The deer was not visible even from a few feet. Was tough to find.
I was actually on my way back up the mountain to see if I could find a drop of blood somewhere to at least get an idea of the direction he was tumbling. I was only 20 or so yards from him at the time, and fortunately he was still able to move a little and I heard him in the willows.
At the time I was thinking a blood trail really would have helped a lot and I couldn't help but to think of some of the big blood trails I've had from my 30 caliber rifles. What I wasn't thinking about was the many times I've had no blood trails from my 30 caliber rifles and had similar issues finding animals after the shot.
I think we sometimes have to be aware of our confirmation bias regarding what we're using and the results we see. The only way to really be sure I guess is get enough personal experience and see if whatever it is, works well enough for you, or not.
I do agree with you that no one thing works for everyone, the way they want it to, in all cases. What I appreciate about all the anecdotes is that, for me anyway, it shows some things work way better than I would have ever expected, and come with definite advantages over other things I've used for years.