Obviously getting stabbed or strangled is just as bad as getting shot, but before somebody can stab or strangle you, they need to get up close first, and you can only get close to one person at the time.
Most of the people out there shooting people aren't exactly what you'd call marksmen. They're still getting pretty close most of the time.
And if that person happens to be bigger and stronger, there's no guarantee that it will even work. With a gun, against an unarmed opponent, it's a lot easier and quicker, even if the opponent is bigger and stronger.
That's precisely why guns are important. A 90 pound woman is not going to be able to fight off a 250 pound man with her bare hands. She'll be able to do it with a pistol.