Experience, for starters, and knowing to turn of their conscience.... The latter in particular is something you don't learn at the shooting range. As a matter of fact all the advantages a criminal has over you are not taught in the range. A controlled area can never match the real thing. Criminals face the real thing every day, or at least on a regular basis. You do not, unless you are a professional crime fighter and even then.
Michael van Gerwen did not only become the world's best darter by training every day. His experience in real matches and championships were required for that. And you can take as much lessons from an instructor on how to drive a car, but you only learn to drive a car for real once you got your driving license and are on you own.
People easy think that only junks who need a quick buck to buy their drugs stoop to breaking in houses. Truth is, breaking in has been professionalized, and the people doing it know the dangers they face, especially in a country with a "2nd amendment". But point remains, they too carry guns, they can practice and they have the experience be quicker than you and to kill you and they won't hesitate when they need to. If they in fact leave, you can consider yourself lucky if they considered that the best option. Point is, most house owners don't know how to give them that option as "the best option". And if a criminal knows you got a gun but don't have the guts to pull the trigger, and the ability to estimate that can also not be learned by practicing on card boards. They got all the trump cards in their hands, except for the fact that you undoubtedly know your house better and can navigate it in the dark. But as darkness is a thief's best friend, you are dealing with people who are used to navigate in the dark in dangerous situations.
You think you can jump on a crocodile, like Steve Irwin did? The only reason Steve could do that is because he knows how those animals can respond, out of experience with them. A thief, especially a violent one, has as many trump cards over you (if not more) as Steve had over the crocodile. And Steve had even less weapons than the crocodile has (their jaws are lethal, Steve as a human didn't have such jaws). Knowing what you are doing. That's the key. Professional thieves do know it. You don't.
You can easily underestimate it as thievery is not honest work, but yet it is work, and thus one in which you can get better by experience. That's reality. Sorry!