As others have said, they didn't do everything right, and in a way that is the point and it isn't the point (yeah, yeah).
Many might dismiss it as, "they didn't do it right, I would, nothing to see here" and that is the wrong message. They may have had a ton of training (maybe not, but you never know). When the adrenaline dumps fine coordination and all plans go out the window. Training, more training, and more training is the best way to increase our odds of doing it right. However, it is not a guarantee. I'm making a mental note to sign up for some more training this summer since it has been a while (I don't think I can fit in a trip to NH for SIG Academy, but if I can I will, if not I'll go with someone local).
Second, when the bad guy came back after being shot at (and maybe shot) it means one thing, and it is no good. At that point, you shoot and keep shooting until he turns around and leaves or otherwise stops coming at you.
Finally, carry/have enough gun. Both seemed to have small BUGs (a small auto and a J-frame or equivalent). They make terrific second guns as backup to something bigger in case your main gun fails, you are on the ground and can't get to your main gun, or your main gun is out of ammo (and in rare cases, when you just can't have anything bigger). I don't like them as main guns for this reason (you see the older woman shoot until she is out and he is still after them). They didn't even conceal the guns on their persons, they had them under the counter where they could have had a shotgun, carbine, and easily a full size .45 or .357mag or two (or three, plus extra ammo).
What I take out of it... Be sure to get training, then do it again. Practice often (not the same as #1). Have a big enough gun. Keep shooting as long as there is a threat. Have a backup plan because the one constant in this world is, whatever can go wrong, will go wrong.
At least they both got out, so regardless of what we say they could have done better (or we can try to do ourselves in such a situation), it worked out well in the end. In all cases, having a gun when you need it trumps not having one.