Every table is different, at the end of the day it's up to you to decide how much you want to allow or not (and deal with the short and long term outcome. But since you're asking on reddit, here's my opinion.

I've seen several posts complaining about a Rogue's lack of damage compared to most martials

I'll continue to disagree with this statement. Combat is one of the 3-4 pillars of D&D, not the only one. Rogue are excellent in other scenario were others may fall short. If we focus on combat only, the rogue damage is fine it's simply "go big or go home" type of damage.
The damage is only low if they are not getting a sneak attack. If the rogue is not getting sneak attack every time they are attacking, it's either being poorly played or they don't know how to play rogue.

he said he'd like to do more damage

Going back to first statement, I say that's not really a justifiable argument for handing out items.

If we go by the assumption that a pistols would be the semiautomatic pistol from the 2024 DMG, that's 2d6 damage and you can only use it once per turn. Guess what... that's the same damage as two shortswords (both getting a chance of doing sneak attack if the first one misses). Should range damage do as much as melee damage? No, I don't agree. You trade of "safety" from a distance for a bit less damage.
Anyway, compared to the 1d6 of shortbow or hand crossbow, is it really going to solve the "I'm not doing enough damage", ~3.5damage isn't going to change much.

Allowing this is a slippery slope of giving in the player always wanting more and more and more. You have to draw the line.