It can be pretty brutal.
There are ways to offset the brutality, such as magic and technology, but in many cases a single bullet from a sniper when 'you don't expect it' and a poor soak roll can kill your character (then you burn an edge to stay alive to fight again). Most GM's don't do that though unless you're being an unreasonable player :-)
The brutality goes both ways however, the players have access to the same or better gear and stats than the vast majority of mooks and bosses, and they also have edge to stay alive should they end up 'dying' while the mooks and bosses will simply be buried (in most cases) The maximum health bar for anyone is going to be about 13-15 boxes (8 + (10 to 14 body) / 2 )+ ware or magic or qualities that specifically add a couple more boxes. The average base damage for most serious weapons is between 10 and 15 + net hits on the attack test. The resister rolls that body + armor (average 12, average high of 20) . Meaning those tanks roll about 23 - 35 dice - armor penetration (average 2-3), averaging 7 - 15 hits on the soak. The average heavy tanks are still going to take a little bit of damage (which has ways to be mitigated still but that's getting into a finer level of detail).
Also, keep in mind, that is on the more extreme end of things. There are many runs where it is entirely possible to accomplish the goal just by being smart and skilled and not getting into a firefight in the first place.
This is intended. Bullets are deadly. Bullets are fast. There's no giant pool of hit points to whittle down because somehow 20 arrows to the face wont stop the wizard, but 21 somehow will. It forces you as a player to think "how will I survive life and accomplish my goals as a shadowrunner", not "how can I eventually beat up the god of the plane of air".
This is also up to the GM. They want you to feel a serious threat, but most don't simply want to kill you outright unless you're somehow being a really, really bad player (harassing other players or starting problems in general to ruin the game for the others). You're friend is over-reacting and from the sound of it, hasn't actually played Shadowrun and is instead going off all of the fluff about how terrible and deadly and short life is 2074. It is for most folks, but you have edge and the power of narration so it's cool. Something I don't tell my players, I do listen for when the player says "out of edge". That's when somehow, the situation which could one-shot the player loses on a tie or suddenly turns its attention to someone else, or that weird and crazy and probably not going to work idea of theirs suddenly has a lower threshold than it should. The threat and suspense of "holy crap this could kill me" is 'fun', but it's more fun (imo) when the player manages to scrape by and succeed somehow than being obliterated by the power of stats or just walking through the scenario.
In the end, the point of the game is for everyone to have fun.