When you pull the trigger, of course there's always the chance that the powder won't ignite. I experienced this very recently after a long stalk on a whitetail doe. At the range, I had fired my muzzleloader 50 times without a single misfire, and was hunting in a state that allows 209 shotgun primers. But after a long belly-crawl and a patient wait for her to turn broadside at 90 yards, all I heard was the pop of the primer.
Still, these guns deserve a second look. I probably wouldn't have even been there hunting if I used only a rifle. In fact, there are some great trophy mule deer opportunities open only to frontstuffers. California's M3 Doyle Muzzleloading Rifle Buck hunt and Oregon's Northeast Whitehorse are two that come to mind. Washington has an entire general deer season for muzzleloader hunters.