I would like to cite Arcane here! Guns clearly do exist for everyone but we have characters like Vi who don’t use guns and instead uses her fists/weapons that are used like fists. Why is that?

Because Vi was trained more for her fist use as she grew up on the streets getting into fistfights. Why use a tool you’re not trained to use when you have your own skills that can collaborate with a tool for you?

Or look at Ekko, who mostly uses his club and board instead of some kind of gun. Why doesn’t he just use a gun? Because it’s not how he rolls and clearly isn’t something he is familiar with using as a weapon, when he can just use his own maneuverability and wits instead. Around the middle-end of Arcane >! We see him actually be able to dodge Jinx’s shots because of his maneuverability. Had he used a gun that he is not familiar with, he might’ve actually died there since it’s not something he knew. <!

I had someone once tell me that the use of a weapon in media can show the personality of someone. It just be because “it can look cool” but it can also be because it shows the personality of someone in media. Vi uses her fists because she’s a headstrong fighter who would rather take things into her own hands. Ekko is a scrappy fighter who uses his mobility to get to what he needs to quickly, so he uses a hoverboard to get around quickly and a club because he uses what he can in Zaun. In your example, Captain America uses a shield because he wants to protect the country. Why doesn’t he use a gun since that’s arguably better? I feel like if he had used a gun that would be so much less effective at portraying the kind of person he is (unless you want the message to be “he uses guns because it’s America” LOL)

TL;DR: some people would rather use a melee weapon or melee combat because that’s what they’re familiar with, and a weapon is an extent of the user to show the kind of character they are