a) Cops (and everyone else legally carrying a weapon) is taught to "shoot to neutralize the threat". As stated earlier, shooting in the leg, shoulder, hand, etc... is Hollywood nonsense.
b) An unstable individual brandishing a weapon is a threat to those around them, as well as themselves. If you're threatening to use a weapon on yourself, it has to be assumed that you'd have no compunction using it on someone else first. The threat has to be neutralized.
This is the Pub. Leave common sense at the door.