In Iraq, there was a period of time where insurgents had an SOP that involved not shooting at the Marines in their AO. This is why you don't shoot at Marines.

There was a rumor in Iraq for a long time that members of AQI were advised against shooting at U.S. Marine patrols and convoys. The rumor had it that the AQI fighters were told that shooting at Marines would mean the Marines would turn into the attack and push through to the insurgent's position almost always resulting in death.

Instead, the AQI fighters were told to only ambush U.S. Army convoys containing troops who were moving supplies, who would instead push through the ambush giving the AQI fighters the best chance of surviving the contact they initiated while still causing damage to U.S. forces.

Could videos like this one be part of the reason that AQI fighters thought it was a bad idea to shoot at Marines? Maybe. Then again, who knows if there was even any truth to the rumor about AQI being told to avoid shooting at Marines.