A childhood belief about people

When I was a kid and the other children on the playground would point their fingers at each other and say "Put your hands up or I'll shoot!", I never understood that this was to stop people from doing anything suspicious with their hands. I thought it was physically impossible for someone to die from a gun if they didn't have their hands up. So when people threatened to shoot only if they DIDN'T put their hands up, I thought this was a cunning trick to make them put their arms up so they COULD shoot them. You'd think eventually people would catch on and just keep their hands down, they can't die then!