Yep, it's all shot placement!

[Steve]

So, the mighty 22RF manages to penetrate 3 marshmallows. I'm not really surprised, marshmallows are light and tenacious. The round will easily pass right through a rabbit and kill another sitting behind it, which is all we need to know.

I actually doubt that HMR would do any better despite having nearly three times the muzzle energy, because it fragments so easily. HMR often doesn't exit a rabbit head or body.