It does make a difference what parts are ejected through the engine case structure (turbine disk pieces or small blade fragments) the latter are broken into smaller bits just by penetrating through a structure and as a result lose a good deal of their velocity as well. Thus many of the blade pieces will only partially pierce the skin of other aircraft structures (adjacent engine nacelles plus case walls).
What is more likely to happen is that a fog of small debris makes it into another engine's inlet and results in FOD . The latter is cause for concern to the crew (abnormal indications) but only rarely completely causes failure of another engine (albeit the crew may shut it down)
interpret the historical reports carefully.