Hunting and Over-Penetration
I should point out the flipside of this argument. The use of FMJ as a hunting round is generally quite frowned on, as it's less likely to be immediately lethal than a round capable of significant deformation. The thinking behind this is if you're going to shoot at something, you're likely to kill it, so make sure it's dead quickly with a minimum of suffering.
Also a FMJ round, especially if it's a high velocity rifle round, is very likely to go through walls, trains, and several people because they're designed to penetrate body armour. Using a round that deforms makes it less likely to be lethal to anyone who happens to be anywhere near the target. Minimising collateral damage, as it's so nicely called, is probably more important than minimising suffering.
At the end of the day, guns don't kill people, people kill people. Quite often people order other people to kill people. The most important thing we can do is make sure the people giving the orders aren't idiots, and that the people identifying who to kill aren't idiots.