I've heard applying some arrow lube, armour-all, WD40, or dish soap to the shaft will aid in removal from the stall mats. (basically lube it up so it slides easier)
Good incentive to not miss, but not quite as strong an incentive as a brick wall... LOL Side note, I shot a a club that used old conveyor belt behind their bales. I tried a 90 yard bare shaft for S&G, it missed the bale and got stuck in the belt 10" deep. It wouldn't budge and I had no lube with me. The shaft snapped right where the belt was constricting around it with a fairly clean break.