Suppose our putative Taliban is out on a battlefield, where people are actually shooting already. In this case, several factors both cultural and practical come into play.
Firstly, if our target is busy then he might not even notice bullet impacts around him.
Secondly, even if he does see impacts, he may just ascribe these to random battlefield stray rounds that aren't actually meant for him.
Thirdly, as he cannot see or hear a sniper (too far to hear the muzzle blast, and the rounds will be subsonic by the time they get to him) he may just think he's out of range and disregard the shooting as inaccurate fire that won't get him.
Fourthly, the man might actually be rather stupid, be that from lack of education, nutritional deficiencies early in life or even rampant inbreeding. Certainly anyone smart enough to realise the dangers of front lines isn't going to wander about willy-nilly in front of the enemy.
Finally, there is an attitude prevalent in that part of the world that predestination exists to a greater or lesser extent and that when Allah thinks it is time for you to go, you die; up to then no worries.
All of these plus the fact that he cannot actually see enemy forces might contribute to his apparent unconcern under fire.