"Shoot to wound" is a myth propagated by movies, I fear.
1) "Wounding" shots are much more difficult to make. Hitting someone in the hand is a lot harder than in the head or body. In a crisis, you must assume, always, that you get one shot. Assuming anything else is being foolish.
2) Most "Wounding" shots are notoriously unreliable. The nature of the shot leaves a lot up to chance. The biggest one, of course, is "Did it actualy do damage?"... Shoot someone in the arm, and you might incapacitate his arm. You could also miss anything vital alltogether. But it also depends on the mental condition of the person being shot. People hyped up on drugs, for example, are quite hard to stop through pain alone. Most of the wounding shots that are fairly reliable are either potentialy very deadly wounds (Shoulder wounds can bleed to death), or permanently maiming shots (kneecaps). And they are still hard to make. And even if you make them, that's not a sure thing against a man with a gun, who could still fire with his other hand, from the ground,which is what officers are trained to use their guns against... Not loonies with swords.
3) Officers just aren't trained to make wounding shots (As it should be, for the above two reasons), and in an attack situation, like this was, their response is forumulaic. I'm not sure it's as conditioned as some of the more 'elite' outfits, with the double-tap method, but...
4) The sad state of our justice system has allowed, more than once, a criminal who was shot (But not killed) to sue his shooter, and win.