Also note that, while bullets are deadly, they are not nearly as deadly as people think;
1) Unless it hits tomething really vital, a single bullet isn't going to kill. People have survived being shot over a dozen times.
2) The shot/death ratio in most combat situations is close to 200/1 for both military and urban conflicts, the exception being snipers and ambushes.
Harry even comments on the inaccuracy and low deadliness of bullets a couple of times.
Please keep in mind when discussing how deadly bullets/guns, there is a large difference between shots fired, and actual hits. That is where the ~200:1 ratio comes in, in terms of rounds fired vs. actual hits. In terms of game mechanics, that ratio is governed by the opposed skill test of shooter's Gun skill vs. target's Athletics skill dodge roll, modified by the appropriate Aspects for the scene and situation.
Once you get to looking at the effects of actual hits, a large number of people who have been shot do indeed die from the wound or otherwise get 'taken'. I would need to hunt around for the statistics, but a round does not need to directly impact something vital in order for it to be fatal.
The 'shock' from the trauma a gunshot inflicts can cause cardiac arrest, even though the wound site isn't necessarily anywhere near the heart.
For who are interested in more specific information on the topic, you might want to take a look at the books titled
Handgun Stopping Power or
Street Stoppers, co-authored by Marshall and Sanow.
Now, one of the reasons why people who have been shot don't end up dying is due to the development (at least in militaries and advanced nations) of prompt medical treatment. In most urban centers within the US, a gunshot victim is likely to be receiving treatment from EMTs/paramedics and enroute to a trauma center within ~10 minutes or less. While they are enroute, the patients are typically not capable of doing much (i.e. they have been incapacitated or 'Taken Out').