Your results are exact opposites of mine. Nor is it like derbyacresbob's penetration test as listed in our big Shotgun Pattern Thread in the Firearms Forum. The Wingmaster HD out penetrated about everything else tested. The Wingmaster HD has absolutely stunned everything dead stiff that I've shot with it. That is coyotes, fox, coons, possums, feral cat, crows, and probably a couple critters I've forgotten. I strongly prefer it above anything else I've tested and used in the field.
With that said, I do know of two guys that have contacted me about Hevi-Shot's Dead Coyote load that is not performing as expected. The Dead Coyote has been under penetrating and the pellets have actually been breaking apart. One described it as looking like graphite dust under the hide and against the muscle tissue or bone. Bob crushed some Dead Coyote with pliers and basically it broke into dust like pieces. Wingmaster HD did not crush and kept its form. I suspect perhaps Envron-Metal/Hevi-Shot has made some sort of change in the mix or temper of the pellets to cause this. They are notorious for doing this with their turkey loads and it drives turkey hunters that use Hevi-Shot loads nuts.