Only the Mexican soldiers get shot...

Are you serious, did you not watch the movie closely? In the SEALs first mission which was a AMCIT (American Citizen) Recovery of CIA Agent Lisa Morales in South America SO1 Mikey was shot in the head and lost an eye.

Then on the raid in Mexicali underneath a milk factory Lieutenant Rorke or Chief Dave is shot at with an RPG-7 (from about 2-3 metres away) to the chest saved by his body armour and the fact that the the rocket didn't travel far enough to arm itself. With that size projectile fired at 115 m/s he would probably have had several broken ribs or worse.

Then the final showdown Chief Dave was shot SEVERAL times by Abu Shabal and was bandaged and in a wheelchair at Lieutenant Rorke funeral!

No it wasn't just "The people who are shot are the Mexicans"!!

If you are not willing to give up everything, you have already lost

There was also that one male US agent who got shot and killed at the beginning when his female partner was abducted.