Um...people are ok with flying on broomsticks, invisibility, shape changing at will and the existence of loads of other forms of sentient life...but not that wizards don't have guns?
I think possibly the reason that wizards don't have guns is not due to the cultural set up of the UK (where the police never carry weapons and they don't have a military, apparently), but might have something to do with the story being set in a totally unbelievable magical world which isn't meant to be taken too seriously.
...
As to people not fighting Voldemort, they do, it's just that he's very good. You'll also note that he liked people not knowing he was around so they wouldn't be after him, and in the end of the fifth book/movie, when informed that the Aurors are on their way, he responds that he'll be gone before they get here. He wasn't invincible, he just avoided fights he thought he'd lose.
EDIT: Oh, people obligingly dying instantly when hit by small arms fire is only slightly less realistic than the magic, TBH, no matter how many times you've seen it in action movies.