Actually legs have important arteries in it ... Shooting in the leg, especially near the bone can easily cause death from blood loss and shock (Breaking of femur is the worse pain one can experience), that too eventually .... Being shot isnt like it is seen in TV.
This is true.
Further - I don't think anyone who ever says "shoot in the leg" has actually tried to shoot someone's leg... while they are running.
A lot of people don't truly grasp just how quickly a person can move. 30 feet is considered threatening range. Depending upon the person, between about 2 and 3 seconds is all you get for them to cover that 30 feet. We trained to draw and fire at least two rounds in that time frame.
This is why we train to shoot 'center mass.' Not only does this maximize the probability that you will hit the threat (target), it also is more in line with natural instinct and muscle-memory. You don't have time to sit there and be cute - like try to 'shoot the shoulder holding the weapon' or 'shoot the leg' - aim center-mass and keep pulling the trigger until the threat stops (or the slide locks to the rear, and if that happens while the threat is still present, you're outside of police work and need to get tactical really fast).
This is where we don't have a journalistic media, anymore.
They don't actually try to investigate what happened or what various policies are in place where and why. They just say: "Well, he has six bullet holes in him. Herp derp. Seems a little excessive."
When people are in that 'fight' mentality and their adrenaline is pumping - they won't even feel the impact of a bullet... Part of the neurological system's response to that sudden shock is to simply numb the pain - particularly when the 'fight or flight' has activated.