Could have been a hit to the femoral artery.
Could have been a hit to the bottom end of the femur, which shot bone splinters through a bunch of blood vessels, possibly including the femoral artery.
Could have been an air bubble got into a ruptured vein, and caused fatal problems downstream.
Any number of things can happen when a foreign object is propelled into the body. Bear in mind, the gunshot itself is considered lethal force, regardless of where on the body the shot was aimed. There's good reason for that.