While in this rage, Jack has no concern for his own life, can't really feel pain, shooting him just pisses him off even more and he will not stop until every single person he is currently facing is dead. His fits of rage typically only last a few minutes, but while fully raged he is without fear, hesitation, and all of his senses are heightened to near superhuman levels.
You see the event nearly broke Jack, he even shed a few tears for the loss of his beloved daughter.
Then you saw a change in his eyes, and he drove a van into the warehouse were Drazen's men were waiting for him. He proceeded to kill every single person in the warehouse and confronted Drazen. He then proceeded to shoot Drazen 12 times until his gun ran out of bullets. With Drazen dead, Jack returns to his normal state.