(1) Anthropically, you should not be "surprised" to observe a world in which 100 expert marksmen all missed from point-blank range, because the very fact of your being able to observe anything at that point makes that world necessary.
(2) But you nonetheless should be "surprised" that such a low-probability event has occurred, and you would be justified in wondering whether some as-yet-unaccounted-for factor meant that the true probability was not what you would have estimated it to be.
Anthropic arguments, in this view, slyly try to switch between different meanings of "surprised" (or a variant, depending on the level of formality and the particular terminology chosen) to make it look as if (1) actually answers (2) when it doesn't.
If you are a Christian, then you most likely believe in a single objective universe, which is the one we live in (I'm not a Christian so I won't go as far as saying that a Christian must believe this, although many theologians do).
If you are not a Christian, you might have more flexible beliefs that allow for the anthropic principal.
My thesis (12 years ago, before I learned that coding paid a lot better than philosophy) was a survey of how the argument from design had developed post-Darwin, and part of that involved digging into arguments being made by physicists who had no particular religious affiliation but still felt that the Goldilocks-ness of our universe was something that needed explaining.
And it turns out a lot of those people find anthropic arguments to be, at best, unsatisfying; at worst, they can point to logical fallacies underlying anthropic attempts to explain away the conditions of the universe we find ourselves in.
The interesting arguments, to me, fell into two camps:
1. Natural selection operating on the level of entire universes. Several different theories postulate singularities as a source of new universes, which in turn means that a universe in which conditions allow for significant gravitationally-bound accumulations of matter will have more "offspring" than a universe in which they don't. Thus, physical constants which are conducive to life are likely to be more common than otherwise expected, simply because (coincidentally) those conditions are the ones which give rise to significant gravitationally-bound accumulations of matter.
2. Arguments in favor of simulated universes. Paul Davies (if you want a name to look up) has a few layman-accessible articles arguing about the probability of this, and working from the fact you only need one life-supporting universe -- which is likely given various of the multi-universe theories -- to kickstart the process and wind up with a far larger number of life-supporting simulated ones.
There are also people who make arguments in favor of a more traditional religious conception of "God", but do so from the standpoint of regularities in physical law. Those are less interesting to me personally for a few reasons, but they are out there.
So if you get killed in that firing squad, it is more like a few brain-cells of a much larger creature (humanity?) got killed.
Or am I missing something?