They are injured or bled to death, I don't imagine a zebra walking away with a 1foot stick inside it's bowels, humans have evolved to hunt down their injured prays over long distances while inflicting multiple shots from safe distances. You spend your precious arrows but get rewarded afterwards.

Yeah, I imagined the Atlatl in the same category as arrows, are they ?

Hunter gatherer tribes in Oceania and south America who only lately were introduced to farming or consuming globalized goods hunt with pointy wooden arrows which are not only capable of killing small game but big animals too like capibaras, kangaroos etc ...