I suppose the difference between the 2 are that, one causes damage via blunt force and the other is via penetration. A human's exterior is pretty resilient and can survive a lot of physical trauma (like falling off a 2 story building). A human's interior however, is significantly less resilient (and a damaged organ or internal bleeding can easily be fatal). Getting hit by a car moving at 25mph is less likely to kill you than a bullet traveling faster than the speed of sound and puncturing one of your organs.