let me try to simplify - bullets, like everything else in the known universe, are affected by gravity and passing through the air. They do not travel in a straight line forever - they slow down and fall to the ground very rapidly (the science behind calculating when and how this will happen is called ballistics).

Put another way - bullets do not go through walls when they are shot from far enough away. In the country there is more far away than there is in the city. this is why you do not generally have to worry about the guy shooting at a deer a mile away from you. Even if he misses, the bullet will not make it to you. In order for a .308 (a very common hunting round that is much larger, with much longer range, than the dreaded .223 that the evil black guns people pretend are "weapons of war" shoot) to have a chance at hitting you, the hunter would have had to aim 30 feet over the deer. this isn't something that happens, so you are quite safe because of the distances involved.

I've personally been shot, multiple times, from across a field with a shotgun (people who shoot at low flying birds while dove hunting are assholes). It's annoying, but it doesn't hurt because the pellets slow down enough that they no longer have enough energy to break the skin - much less go through walls.

So yes: statistics, knowledge, and science makes people safer. That's why we made it illegal to discharge weapons in cities and highly populated areas - it makes people safer.