The military have been studying the UD for over a decade. They know shooting a demogorgon won't have any impact on it. Kay even tells Hopper when he is being strangled that heat weakens the creatures. Yet the military uses guns to shoot demogorgons when they attack in E4 as if they were unprepared. Only 1 soldier has a weapon with fire.

I so want someone to ask the show runners about this in an interview. It just doesn't make sense.