Are you contending that physical defensive training is not effective? Not useful? There's no confirmation bias in the statement that she was lucky. I (and most martial artists I know) would say the same thing for anyone who survives a gun attack, regardless of their training.
And, if she had training, and if the training showed in a response (using techniques and principles from her training) then it would, in fact, be some reasonable evidence of effectiveness (in that specific situation) for that training.