Mr Cool Breeze (nice name, by the way) is correct in mentioning that the characters are being played by actors. They really aren't cowboys or policemen or hit men. It's "less pretend." Some cowboys have become actors, to be sure, and some actors know a lot about certain things, like horses or cars, but only a few were much for guns.
Making a movie is difficult and expensive and the object is to make money, the same reason you get up and go to work in the morning (I'll get to work in a little while). My son graduated university in film and video studies. Students had to produce a video as a senior project, which were shown to any who cared to see them. One young lady produced a music video and it was spectacular (no guns or explosions but there was a helicopter). It was slick and entertaining and of good enough quality to be shown on television. After all the videos had been shown, someone asked her what her budget was. When she said with some embarassment that it cost $20,000, everyone's jaw dropped. But it showed. I hope it was worth it for her. It was a five-minute video. It had professional musicians and singers, however. It was also in Arabic for some reason.
You should also be aware of the lengths movie makers go to just to make things half-way right. There are companies that will rent any sort of firearm, which my son mentioned a few months ago, but I have no idea of how they operate on a set. Likewise, there are companies that have vehicles both original and fake for rent. And at least one movie ranch somewhere near Newhall, California, advertises that it "loves explosions."
By the way, many real-life Westerners during the days of cattle drives were immigrants from overseas.
not to mention spagetti westerns? Hang 'em high baby