You need to get to Nate's Medical course. The reasons for the kit are as varied as all the reasons people get holes in themselves. It's not always about shooting and gunshot wounds. You could be a car accident or have a power tool accident or Anything could happen.
As for actual shooting incidents, it's not totally unreasonable that you'll get shot during a gunfight, even if you win. If you know how to extend your time with the red stuff staying on the Inside, your odds of success (I.e. not dying) go way up.
Unfortunately I can't make this month's class, but will as soon as there is one that fits my schedule. Don't want to miss a chance to get a kit put together by the guy giving the class.