There are plenty of examples of people having been shot(even with assault and battle rifles) and failing to notice until later. Adrenaline is a powerful thing and it's better to teach a soldier to fight through having been shot. A paintball at close range hurts a lot more than a MILES laser, and is still a useful tool toward that objective.
An FBI wounding study found that even with their heart destroyed, a suitably determined individual can preform voluntary actions for 10-15 seconds. Furthermore, it reached the conclusion that often a combatant drops out of the fight not because they'd been physiologically rendered unable to fight, but because they saw how bad a gunshot wound looked and psychologically gave up.