This may happen with stick bows as well, but I haven't tested those. Basically, the crossbow does damage but shows no messaging for the hit, gives no RT and the bolt never leaves the crossbow. Happens with different creatures; haven't tested with players. Here's a log of it happening:

[Farmland, Grain Fields]
There is the smell of death in the air. Flies buzz around and the dark soil is churned up and muddy. The once-neat rows of grain are battered and broken. There is a taint in the wind beyond blood and death, a stench that makes your eyes water and your mouth go dry.
You also see a large musk hog, a scavenger goblin, a bronze coin, some copper coins, a short sword and some junk.
Obvious paths: north, south.
>
* Tentatively, a scavenger goblin feints low at you. You dodge.
[You're solidly balanced with opponent in good position.]
>
A large musk hog hisses viciously and lunges at you!
* Awkwardly, a large musk hog slices wide at you. You block solidly with a triple-reinforced vardite pavise shield.
[You're solidly balanced and have slight advantage.]
> l gob

You see a scavenger goblin.
The scavenger goblin is in good shape.
It is wearing a target shield, some plate greaves, a hooded cloak.
It is carrying a short sword.

> fire gob
You turn to face a scavenger goblin.

> l gob

You see a scavenger goblin.
The scavenger goblin has a severely swollen and shattered left hand which appears completely useless compounded by an ugly stump for a left hand.
The scavenger goblin is bleeding with widespread discoloration in the left hand and badly from the left hand.
It is wearing a target shield, some plate greaves, a hooded cloak.
It is carrying a short sword.

> fire gob

>
A large musk hog hisses viciously and lunges at you!
* Moving in like a timid schoolboy, a large musk hog claws, swiping with its hooves at you. You block solidly with a triple-reinforced vardite pavise shield.
[You're solidly balanced and opponent has slight advantage.]
> l gob

>
You see a scavenger goblin, which is dead.
The scavenger goblin has a severely swollen and shattered right arm which appears completely useless compounded by an ugly stump for a right arm, an ugly stump for a right hand, a severely swollen and shattered left hand which appears completely useless compounded by an ugly stump for a left hand.
The scavenger goblin is bleeding with widespread discoloration in the left hand, badly from the left hand, profusely from the right arm and with widespread discoloration and rigidity in the right arm.
It is wearing a target shield, some plate greaves, a hooded cloak.
It is carrying a short sword.