In reality, a bullet isn't a magical death ray

>So I'm not exactly sure what your criticism is.

Yes, you do, given that I've already typed it out. Once again:

It isn't even remotely plausible that, out of hundreds or thousands of loops, they wouldn't have been able to keep him alive even once.

>If it's that you don't think it's realistic

It isn't realistic; it is implausible.

>I don't know why you'd focus on that detail in a movie about a guy who is able to relive the day over and over because he made contact with alien blood.

I suggest you familiarize yourself with the concept of "like reality unless noted". The sci-fi elements are noted departures from reality, but things unrelated to noted departures from reality are supposed to behave like reality. For example, gravity is still in effect, people require food, water, and oxygen to survive, and ordinary bullets should behave like ordinary bullets rather than like magical death rays.

>She's nonchalant in the same way that he goes from being terrified of death to being completely fearless.

That's because he's been doing it over and over; familiarity breeds contempt. She has no familiarity with shooting a friend in the head, and all sane people have an intense aversion to doing such a thing, regardless of what they think they know. As an example of human nature being portrayed correctly, consider the scene in The Matrix where Keanu Reeves' character jumps off the building in training mode. He thinks he knows that it can't harm him, but he's hesitant to do it nonetheless.

>She would have no reason to think he lost the ability based on what he's told her.

First, she has no way of knowing how it all works, including all of the potential hows, whens, and whys regarding loss of the "power", thus no reason to be so cocksure of herself. Second, either way, it's a case of shooting a friend in the head for the first time; not a casual thing to do for any sane person, regardless of what they think they know.