Steps to reproduce: 

1: spawn a Ghast, preferably somewhere contained. 

2: go into Survival (preferably with fire res) and wait to be shot at. 

3: deflect fireballs so they hit the Ghast. Observe it not being dead.

Just had a very frustrating time with a Ghast, trying to get the Return to Sender achievement. I hit it with several returned fireballs, and only one did any actual damage. It flashed red and made the 'hurt' noise when the fireball hit it, at least that one time, but it didn't keel over. The other few times, the fireball did the little burst animation they normally do when they hit a solid surface, and the Ghast took no apparent damage. It finally despawned. 

I was mostly hitting the fireballs back at it from quite close up, and I don't know if that contributed. The one time it actually took some damage (though not the usual one-hit-kill), it was further away.