Look at the image.
He is getting shot from behind. His body looks solid human all over except the points where the bullets pass through him where there is just a hole with some flames comeing out of it.
To be entirely sure he is unhurt in that situation he must either be able to turn specific parts elemental by reacting to it instantanious when it hits, or turns all of his body elemental by will before he knows where the shots will land. Otherwise the pistolshots could very well hit him in a place he hasn't turned and cause serious injury.