Shooting at it is a decent way to do a penetration test. Result would have been same on a classic nail penetration, which simulates completely realistic threat models. Physical damage happens. The video demonstrates that the thermal runaway feeds itself after the initial damage, and the amount of energy released, and the projectile action, all real problems with Li-ion and similarly Na-ion batteries.
All the safety talk is just marketing. As uer166 says there is no high energy density battery chemistry available at this point, and sodium ion as a replacement for li-ion is only for cost reduction, nothing else; energy density is worse, safety is not any better.
But apparently the novelty of the technology adds some wow factor, when it's really just a worse product in all respects, except price. Specifically I would not want sodium ion in mobile applications (like this power bank, let alone an EV), because it's not that much cheaper, not any safer, and compromise in energy density is significant.
We need smaller batteries, not larger. We are going backwards: we are in a situation where a normal family sedan weight has gone up from 1300kg to 1700kg when made an EV, which is still barely acceptable as there are significant advantages for an EV which offset that extra weight; fair enough, using state-of-the-art battery tech it's a decent car with decent range and the increased weight must be accepted as a compromise. But then the Chinese pushed LFP into EV mainstream and so it went to 2000kg and consumption to 20kWh/100km due to sheer weight of the car, the car eats up tires faster than ever before, but car journalists praise them because max quick charge power went up a little bit (range went down, but they don't care about that) and price went down by a few thousand.
But what is the total cost of ownership?
And now if you look at the media, car journalists are waiting for sodium ion batteries, the Chinese promise they are here soon, so then the weight goes up to 2200, maybe 2300kg and consume even more energy to move that mass, with even less range. But they are a little bit cheaper to initially buy, and they charge fast, and that's all that seems to matter.
Really, the only application I see for sodium ion batteries could be stationary (home or grid-level) energy storage. It's like margarine, it's a cheap substitute for the real thing, not some kind of health product / safety improvement.