And regarding piercing durability, I don't think that's how it works, at least not here. Piercing damage should only be effective if the weapons are scaled closely to what they are impacting; that's why anti-material weapons have a much higher value just to penetrate relatively 'heavy' armor, and even then, these weapons do not work efficiently against all types of armored vehicles. Captain America is literally superior in scale to an M1 Abrams (9-A), and even more durable than
destruction from fragmentation (0.591 Tons of TNT); there is no reason to think that 9-C firearms should be at least 'deadly' to him. I don't deny that they can hurt him, but they are really irrelevant.
Furthermore, using his own logic, Captain America cannot deflect bullets with his skin, but he simply should not flinch at their impact, considering that he is even more durable and damage-tolerant than Annie, who, although she has bulletproof skin, is weaker than Cap himself and doesn't seem to have as good endurance compared to the super soldier.