Regardless of their training, they see violence more often than most of us. This means they are less likely to hesitate, they are able to handle the stress better, and they are likely going to do what worked last time. I know that they do target shooting, and even practice room clearing. My cousins have all told me about their shootings in parties, and in other peoples houses after disputes. The likelyhood that they will use any of it against a civilian is small, considering they train for other gangs, and police.
I've never trained anyone in knife use that I knew would use it for anything illegal. I HAVE taught them defense against weapons, and even disarming them. Everyone has a right to learn how to defend themselves.
"Today is victory over yourself of yesterday; tomorrow is your victory over lesser men." - Miyamoto Musashi
[Insert random irrelevant religious quote here]