They have been making movies with actors appearing to shoot guns since they have been making movies. The first movie with a plot -
The Great Train Robbery from 1903, even featured one of the robbers pointing at the camera and firing. There have been tons of westerns made since then, and 99.9% of them feature people with guns pointing them at other people and appearing to shoot them*. There are also many crime/film noir movies that feature actors appearing to shoot one another. AFAIK, the use of guns in those movies have not constituted a danger up to now. The safety practices on this Baldwin movie appear to have been incredibly slapdash if not completely nonexistent. OSHA should have shut the shoot down before anyone got hurt.
*I've seen lots of post by Freepers saying "never point a gun at someone unless you plan to shoot them". I guess those Freepers have never seen a western movie.