It's true that shock is devastating... When I was working with the police out in CA there was an officer that had a negligent discharge and shot himself in the foot (the big toe actually). He died before the ambulance showed up. It was a sad day... In reality he didn't lose enough blood to have any substantial injury. He wasn't in an adrenaline situation, that would have saved his life, he just kept looking at his foot and saying he'd been shot from what eye witnesses said...
I've seen athletes go into shock from seeing their broken ankles and had to get critical care. For those that have never had the training go out and get first aid training and I highly recommend First Responder training as well (it deals with more severe injuries and shock prevention and treatment).
As far as combat situations and people getting shot several times, it depends on the situations... Soldiers shooting people several times does happen A LOT! That has more to do with the ammo they're using, armor piercing 5.56 is the popular round of the day. It's not designed too have stopping power. The only one hit kills I've seen and heard about are head shots... The original design of the 5.56 was for it to be a tumbler, meaning the round started to spin after it hit something, giving it stopping power more on par with larger rounds. That was engineered out of it to make the round more accurate and consistent. Now a .22 LR has more stopping power, but not nearly the penetration as the 5.56. Even the civilian version of the 5.56, the .223, has engineered the round to be more accurate and consistent by engineering the tumbling out.
Law enforcement around the world aren't as concerned with penetration as they are with stopping power. They want the one shot equals down (incapacitated or dead) and don't want over penetration because most criminals aren't wearing military body armor and there are innocents nearby, so they have special units that focus on that. It use to be that police only carried handguns and had shotguns (with 00 buckshot) in their cruisers (usually in a quick-grab location). As criminals became more dangerous and armored, cops started carrying deer slugs for their shotties (the great equalizers) and wearing body armor. It became increasingly more common for them to have heavier body armor and carbines in the trunks on their rides as well for more militaristic perpetrators. Cops using carbines regularly don't want the problems the 5.56 brings to the picture and are upgrading their weapons to fire rounds like the .458 SOCOM (uses the 5.56 magazine) and the like. Politics being what they are cops are more frequently encouraged to use under powered rounds like the 9mm. In the past no one would have thought twice of law enforcement using a .38 Special (politicians have labelled them school killers) or the .45 ACP. Depending on department policies many cops still go out of their way to use rounds that stop the intended target cold in their tracks over something that allows them to continue to shoot back.
So if SR is using an even more demented version of the 5.56, then yes damage would be where it's at. Prior editions had damage that was more on par with where it should be. 4e is going with a more ..."epic"..., that's the word that comes to mind, damage system. I keep wanting to calling it more D&D-like.