You know, there's a whole lot of possibilities of what happens in this story. For all we know, their world is filled with immortals and a headshot like that is nothing more than a severe headache(there's this manga that I forgot where people literally offed themselves to get rid of headache). Or that the concept of life in that world is so meaningless, that death is just like another tuesday.
We'll never know unless this gets more chapters, but that oneshot is just gonna leave us here with our ducks in our hands