At least they do not know the exact reason, if they are even aware that they are dying. Just thinking of some war video footage and my own experience of the crash that broke my neck and back and almost killed me. And those that I have seen die. Some of this is a matter of mental state of awareness, or sudden onset of unknown factors to the individual, while others is a matter of an unseen assailant.
The first shot was to the back of his head. He fell to the ground immediately. Then, in struggling to pull himself to his feet he locked eyes with Luigi, holding a gun, and saw him shoot 2 more times. That was the last thing Brian Thompson saw.
Pretty sure he knows how he died.