Bodyguard just ran its normal course. It was a rather short drama; I think about 22 episodes in all. With One Million Roses and Age of Warriors both having gone past episode 100, it’s sometimes shocking when one of these Korean dramas ends so quickly.
You missed the final episode? Kyung-tak didn't actually get shot: it was a security drill, and the shooter using blanks. But, nobody knew that until we saw the final episode.
KoreanWiz has a page devoted to Bodyguard, along with a few great links. Well worth checking out: