They probably just didn’t notice, thought it wasn’t real, or just kept driving to not endanger themselves.

Open and conceal carry are legal where I live (in Texas, permit not needed anymore), and notice it fairly often. I’ve lived in bad neighborhoods where I’d hear gunshots about once a week sometimes (guessing gang shit). I’ve had a bullet come through my bedroom wall while I was sleeping once. I’ve also lived in rural US, where you’d commonly hear gunshots from hunters or people target practicing. I’ve known several people who’ve been shot (some survived, others have not).

I’m guessing it’s not very common to see guns in NYC though. I think carrying and gun sales are banned.