Millennium

Though the two gunmen are heavily armoured and have protective vests/helmets etc. Both have completely exposed arms and hands. It seems very strange, given the amount of police firepower and snipers that someone wouldn't think to simply shoot them both in the arms, which would have rendered them incapable of firing any more rounds! I understand from a story point of view it was necessary to prolong the scene, but from a logic point of view it doesn't make much sense.