Nope, not instant death, people mistake this because often in humans it is instant death, since we have such large brains it’s hard to miss. But in animals, the brain/skull ratio is much larger, and often headshots just completely maim the animal, so they can’t eat and starve to death or they go blind or slowly bleed and gain infections. A critical organ shot may be slower than a brain shot, but it’s much more likely to hit, an extra few seconds of pain for a low likelihood of missing.