I can pull a trigger a lot faster than I can say "Protego!""Protego." Voldemort said, boredom in his voice. "Did you honestly think that would work? Like I haven't killed people with guns before? Avada Kedavra."
And then Harry died.
The end.
I can pull a trigger a lot faster than I can say "Protego!"
Seriously, there's a lot of firepower that HP wizards can throw around, but they're not that durable, nor do they have the superhuman reflexes needed to curbstomp a gunfight. If a muggle is waving a gun around, of course they're going to die. If the muggle gets the drop, or a wizard is unprepared for the gun, they're in for a rude awakening.
The reason why Voldemort terrorizes Hogwarts is that he wouldn't last a day in Chicago, even if Harry Dresden was on vacation.