Try firing a whole quiver of arrows on a target that doesn't move. The first arrow will appear 1-4 shots in, 5 if you're unlucky, but you can only ever recover ONE. Mathematically, there is a very slim possibility that you only get 1 arrow back from 40, if the chances are 1 in 5. I'm pretty sure it does not matter if I hit the target or not. I missed my target at least 75% of the time, if it DOES matters.
Note, that this only applies to targets standing completely still. If the target moves, the recoverable arrows stack on another location, which changes this scenario.
So, there is a very slight possibility I might have been just very unlucky, and this is not a bug.
Otherwise, I would appreciate it if this got looked into. With microscopes.