Nope. That's a common misconception.

Firstly, most people that would be shooting me aren't going to be paying for good ammo. 115gr FMJ is the most common round idiots use. It's not effective.

Second, unless you get hit multiple times in a critical zone, you can still readily function for a long time after being shot.

Third, even with good hollow point defensive ammo, the permanent wound cavity is mostly concentric and easier to plug, especially since the entry wound is small.

Knives, on the other hand, kill more people. A 5-6" knife stabbed into someone and then twisted while being pulled out makes a much harder to plug and repair wound.

Knives also don't need to be reloaded and thus can be used as many times as the assailant is physically capable.

So... If someone pulls a pistol on me, in not likely going to worry too much since I'll likely kill them before I expire.

I will treat a knife with more concern.