I have seen this happen at a non-USPSA practice session with a 45.
The shooter was really annoyed several weeks later when he found out he shot himself. Really - can't make this stuff up.
A leg shot can range from an MD running a cleaning brush through the hole to life and limb threatening surgery. I knew one guy (not the above) who shot himself in the leg with a Para 45. Did fine, went to the hospital, cleaned, bandaged and went home. He then sells this gun to a friend who proceeds to shoot himself in the leg right through the femoral artery. Docs were discussing "can we save the leg" when a Lebanese MD said "hey, this is just a bullet hole, I've fixed a lot of those" and managed to save his life and leg.
You will find that these incidents are rarely spoken of, and not cited as "Safety warning examples" but as "unmentionables".
Shooting, just like race car driving, parachuting and contact sports carries a degree of danger that cannot ever be 100.00% eliminated. But, nobody talks about shutting down NASCAR if a driver is killed, or even if a car flew into the stands and killed a spectator.