This isn’t a rhetorical question by the way, I genuinely do not know if the mere absence of a bullet at the deep end would be sufficient, or if entrance and exit wounds look so radically different from each other that no one could possibly mistake one for the other.
I'm pretty sure it's "easy" to tell an entrance from an exit, especially with a hollow point bullet (basically like an explosion out of the exit). Even without the explosion thing, I'd be shocked to learn that there are not tell-tale signs because an object pushing inward at a high speed will leave the tissue at certain angles, like maybe the soft tissue caved a little inward around the entrance, the bones broken in the direction the bullet was traveling, that sort of thing.
But all those thing depend on the object being ballistic, like a fast moving object flying through the body. With a "laser beam" sort of wound, I'm not sure any of that would apply.
I assume that looking at a wound caused by a laser would be pretty baffling -- a roughly cylindrical, cauterized void with no apparent directionality. Even if the cause wasn't clear, I think it would look weird enough for a professional to say "Wait, something is super weird here."
[The book is "Unnatural Causes" by Dr Richard Shepherd - strongly recommended even if it is just a wee bit gruesome in places.]
Massive amounts of research was done to prevent bullets from doing exactly that.
The dark matter particle they searched for would, if it exists, would enter the body undetected and interact inside the body, producing the gunshot-like damage inside the body, and I guess likely an exit wound, without any entry wound.
That's basically how the current dark matter searches work that I know of, albeit with different media than a human body.