People who do drive by shootings don't just hide in the car, they use the car as cover while they shoot. If you turn and run they're gonna shoot you in the butt.
Right, or somebody could be trying to run you over with their vehicle, in which case being able to penetrate windshields--no mean feat for handgun calibers--would be useful. Granted, this would be a more common situation for LEOs than the average person, but it could happen. There are other barriers such as the furniture in one's house that assailants might use for cover/concealment. Unfortunately, anything smaller (regarding bullet size and/or weight) than .40 S&W seems to deflect considerably when penetrating hard, angled barriers such as windshields, including 9mm.