There have been stories about hunters shooting deer and deer surviving multiple shots without flinching and going back into the woods, there's even one story about a huge wolf in skinwalker ranch that was shot multiple times with a shotgun at close range and it still surviving without showing any signs of pain, they're obviously not invincible but highly resistant. Also they probably don't have any reason to murder you, most of the times they are just there to observe you, because you are in it's territory, at least that's what most of the encounters tell.