It's not really part of the planned games, but rather just the night between the last & the final game (like the nights where they killed each other after noticing they don't get punished after the food-incident); guess no matter how many people kill each other between the games, they would have intervened at some point to have enough players left for the remaining games - and for the finale, they need at least 2 players.
On the gun regulations: as far as I know, rules for keeping a "warning shot" were in US-regulations in the beginning as well, but were removed at some point due to the working hazard when dealing with armed criminals.
In other countries, crimes involving firearms are far less common due to less weapons circulating & thus both making illegal firearms easier to notice & black market being less supplied (e.g. where I live, you have to go through physical & psycological evaluation, no drug/alcohol abuse, no criminal record & registration to even get a non-lethal pistol, with lethal guns/ammunition almost completely banned for people not in military or police), so it's far less likely for police to face criminals with firearms at all, so they can get by like that.
Also, I heard that in South Korea, police is far more often held accountable for their actions, so they'd be very hestiant to even WANT to shoot a real round unless they can justify it later on if accused of excessive violence later on.