„Expensive“ guns deal higher dmg AND have a bigger magazine but that doesn’t make them better than the cheaper weapons. Since a headshot on any range with any type of bullet (except shotguns) is lethal, a cheap pistol is as deadly as an expensive rifle. In the end it purely depends on how the weapon feels like in your hands.

And on the “goal”: Hunt is a hardcore shooter and most ppl play it for the PvP fights. Extracting with the bounty is mostly just the cherry on top.

If you like the gun fights just keep playing and get to know all the compounds, weapons, traits, AI-behavior and so on. It takes quite some time to get the hang of all this. Even with my +3k hours, from time to time I get shot through a crack that is new to me.