Hmmm... From this side of the fence, having heard horrible stories from bad gun shot wounds, I think it can happen either way. (I'm even tempted to think that it most likely happens way more with gun shots than with arrows, given the disparity in the ratio (100 to 1?) of gun hunters VS bow hunters.)
There is a cultural belief that bow hunters (like muzzle loaders) are more careful with their shot as they only have one chance. Moreover, most bow-killed deer are within 10-20 yards, but the range in gun hunting can be up to 300 yards (in New York State, this range may be to 100 yards only because of forest density).
Anyways... ethically, it doesn't matter which weapon you use... each require a set of skills that need to be polished, as in any activity.