Give them things that are replaceable, ie money, items etc. That they wanted in the first place and no one dies. Majority of thieves only use weapons as intimidation tactics and have no intentions of using them.
And what if said criminal ends up using them anyways? Then what happens, you lose someone ya loved and they walk out the door with your money. That makes zero sense, plus, if you're in a financial crisis, why would you want to give them your money (not implied in the story that they are, just saying)? Even if not in a crisis, throwing away money at them just because they want it is a stupid idea. Now, shooting for non-vitals is a smarter idea, better yet shooting at the gun would be better, but most gunshots fired at robbers or criminals are instinctive, so there's no true way of putting judgment of shots on that. Either way, the logic you've presented is pretty damn flawed.