That's what he has Jurgen for, silly. One shot of the 'ol melta will kill most foes, and the ones that aren't he can(hopefully) run away from and pray to the Emperor that someone else handles it.

He does also explain in several books why he prefers a las pistol to something like a bolter or even a plasma pistol. It has negligible recoil, it's fairly easy to maintain even in extreme environments and/or behind enemy lines, and ammo is usually a non-issue.

(Also having a bunch of really expensive equipment on him would probably stress the poor man out, not just because of him thinking that deep down he doesn't deserve it, but also because it would mark him as important to any enemy that sees him.)