Movie Gun Fights

I enjoy movie gunfights, but I don't understand why people with guns get so close to the protagonists, as if they intend to fight them in hand-to-hand combat. If you have a gun, why not shoot from a distance? This wouldn't prolong the movie if the protagonists were killed in the first few seconds of the fight, but still, movie directors, please avoid having the gunmen engage in melee combat. Thanks for understanding!