In most encounters his spidey sense trips and he can get out of the way-- but not all the time. Especially if there's many guns on him. Ultimate Spider-man the several police officers shoot him at once (they think he's trying to rob a bank). MJ has to rush him to the hospital.
Also he needs room to manuever, be not too injured to leap around and out of the way in order to avoid getting shot. So the likelyhood of his getting shot increases if he's in a confined space and / or already wounded.