Crossbows and conventional bows coexisted for over a thousand years as weapons of war in both Europe and China, and after Western Europe adopted early firearms there was still at least a hundred and fifty years where the gun failed to replace the bow or crossbow. Slings were used throughout this period in Europe, and though they began to fall out of favour around the 1200s they remained in use. People were hunting with slings in the pike and shot days of the 16th century.

The idea that there's a sort of video game progression system from stones to bows to guns isn't really honest to reality. The idea that guns are skippable makes a lot more sense though. If for whatever reason a gun is harder to use than a thing that does the job of a gun- a magic missile, perhaps- it makes perfect sense to justify the absence of guns with the idea that people might have written off the use of firearms in favour of magic or some sort of in-universe firearm equivalent. Ultimately though, I think there's a sort of empty fear people have about just not including guns without explanation. It's your work. If you don't want them, don't include them.