Hmmmm...general instructions versus clinical findings
Re the comment above from an uncited fellow poster, a BLS may be making the decision on a GSW because all you have is a BLS, or even a bystander if there is no one else there. Also, if you are ALS but your BLS-buddy can't throttle back and follow your lead; or, since the BLS is right (imagine that), you go for it. Trick is, the right decision gts made and the right course followed, whether it's Gilligan, the Skipper, or Mrs Howell.
Don't get dogmatic. Your policis and procedures are hopefully good ones, so follow them unless something doesn't make sense, then you have to act on your observations.
If the pt's gonna fight, skip it and get em in. If the pt shows clinical symptoms and will cooperate, board em and go. Just be damn sure you can manage airway and you rule out or "treat-out" a pneumothorax from that little gsw you are about to lay the pt upon. While you might paralyze them through movement, you can lose them entirely if they are bleeding or a frag is moving about doing damage. There isn't much more to be done at the entrance wound, so if it's inaccessible but covered by an occlusive dressing or Heimlich valve (am I dating myself again?), fine, press on.
Folks like to hypothesize about the physics of projectiles, but after learning the basics, medical treatment short of the O.R. (or "House, MD") is still dependent upon what you see, feel hear and smell. I'd be worrying about bleeding; bullets don't significantly "cauterize" per se (no, not even tracers), they stretch vessels so that the vessels retract and close themselves by clotting, but the large dangerous vessels don't and you can even wind up with a frag IN a major vessel. Small cal will not cavitate much unless it has a big powder charge (ala the M-16*), and then it will tumble, too; it takes energy to cavitate, and to make up for small mass you gotta accelerate, but as far as treatment, it's academic. Round and round, in and out, but defintive care demands a hospital, so didi mau.
Triage may be affected, though.
*Yes, I know, but technically speaking a M-16 round is a small caliber (diameter); it just has a pretty high mass versus a .22, plus that walloping powder charge.