Arbitrarily saying FMJ bullets do not disintegrate is simply not true.
The answer is it depends... depends on the speed of the projectile, the mass, thickness of the jacket and the angle of the target. Something like a .25acp simply does not have the speed and energy required, same with a larger caliber heavy but slow bullet.
A relatively flat target and the bullet will expend most of it's energy trying to go through, but placed at a 45deg angle and the likelihood of it bouncing off is dramatically increased. This is why you don't take cover (or not supposed to) against walls, because even high speed rifle bullets will ricochet into you.
Even "freak" accidents have to abide by the laws of physics, and indoor ranges have 10's of thousands of rounds fired in them, increasing the numerical odds of one of those events happening.
All that said, that's another reason I use plated bullets for my practice ammo. I keep threatening to try coated bullets one of these days also.