Doesn't that depend on where the person is shot?
That, and some other factors; for instance, a direct hit to the heart, or the upper aorta, will often produce arterial blood spray, though usually from the exit wound because that's usually a larger opening; a wound that collapses a lung, on the other hand, sometimes will produce little immediate external bleeding, as the surrounding skin and muscle is sucked partially into the entry wound, with the victim thus bleeding out
into his chest cavity, which also compresses one or both lungs to the point the victim cannot breath or be artificially ventilated (medically, this is a tension hemothorax,
part of the treatment for which is to insert a tube into the patient's chest to allow the blood trapped therein to escape, so the lungs have space to take in air). In simple terms there can be a lot of internal bleeding inside the chest cavity without a lot of external bleeding, especially from something like a 9mm which tends to punch small entry AND exit holes, unless an expanding bullet is used (and even then the expanding bullet still has to both expand fully, AND exit, which doesn't always happen. To complicate matters further, movement of the victim following the hit (falling, etc. ) can and often does pull intact clothing over the wound, where it then acts almost like a bandage. Believe it or not, you often get more arterial spray from a wound to the head, neck, abdomen, or even an extremity, than you get from many chest wounds, simply because those are more likely to hit an artery closer to the surface,and the blood doesn't have a large, compressible space (like the pulmonary cavity), to pour into.
Hope that helps; sorry if it's a bit graphic.