To me the most "shocking" element was who did the shooting. In the 1940s especially, but even today, movie-goers would be much more likely to view any of the Asian characters as potential villains...certainly as opposed to a blonde-haired woman. Hollywood was not very keen on female murderers at that time. This sequence, therefore, challenged the more expected portrayal of "villains".
In addition, I think what this sequence does is almost mocks traditional movie openings at the time by luring us in with what initially looks like a more traditional "peaceful" setting. And then very abr