I work in the armoured car industry, carry a loaded handgun on my side, keep a loaded 12 gauge in the truck, and receive bi-annual training and requalification, so I know how to use my weapons. All that aside, we are still trained to give up the loot in a robbery rather then get into a gunfight. Odds are, the assailants will be so keyed up on adrenaline, any sudden movement will result in you getting shot. Shogun did the right thing.
I wonder if they specifically targeted him, or recognized him after they stopped him to rob him.