It's basically still cheaper to hire one props person or armorer than a whole vfx team. To do good vfx there's a nessisary on site component and people react more realistically to actual weapon recoil and timing meaning less takes.

Realistically out of all the ways to die or even be injured in film guns are super rare. There have been three gun deaths in the past 40 years of filming and Rust is the first after all the gun safety changes that were made after the death of Brendan Lee on the Crow. The most common ways to die involves falling from a height over 3 ft, mishaps around vehicles and electrical shocks.

The industry is also super interconnected. If someone dies anywhere in the US or Canada on a film set union or not the news is known in every corner of film in about 3 hours.