I mean, people who say Mario is OP irl are forgetting the context of the games he's from...? Like, of course if he gets smashed, he'd just become a pancake, that's really part of his world's mechanics, being that from a cartoon, because not only does those mechanics apply to Mario, they apply to all playable characters around him, consequently making them OP as well and not any less capable than Mario. If say, a realistic human conversely went into Mario's world, they probably wouldn't die from being in contact with fire or struck by lightning either.
What if IRL consequences get applied to Mario, what if getting run over actually is lethal for Mario rather than smashing him into a disc? Or electrocution having applied real life consequences rather than seeing a cute image of a skeleton briefly? I could argue that perhaps Mario's own innate powers would remain intact such as not being able to succumb to height (but even then, that's inconsistent between games) or jumping high and smashing people with his athletics and improved stamina or shooting balls of flame if he were to touch hypothetical flowers (and those specific flowers don't exist in real life anyway, none of his power-ups do), but it's just that real world mechanics get applied to Mario instead.
If he knows his opponent will have a gun, he'd be prepared for the gun being pulled and make sure one of the first things he does is get the gun away from the criminal.
He's fast, yeah, but he's not, like, THAT fast. In fact, his large head-to-body proportion would leave him getting headshotted very easily. Mario is better off running away in this situation than facing anyone with a gun, not even people trained in the military or judo would advise combating fist-to-fist anyone who has a gun, gun beats fists and jumping around any day of the week.