Reminds us all to make sure we know where every shot went that we fire! If there's no hole in the target, then the bullet may well be still in the barrel! The only squib I've had was with my own .40S&W reload, and it was so strange (powder everywhere, weird sound, etc.) that I stopped and checked.
Squibs can and do happen, with any ammo. Good to keep a rod in the range bag so you can knock out that stuck bullet and keep on shooting!