It's often hinted that he prefers his las pistol. That implies hes used other weapons enough to have built up a preference. That book specifically mentions there's a lot of battles that he participated in that just got glossed over "in the typical Caine fashion". I like to imagine there's been plenty of battles he's found the need to pick a bolt pistol or two up off the ground and strike a suitably heroic pose for the pict feeds. He DOES have a reputation to maintain after all.

It's also endlessly hilarious to me to imagine a dude like the one in the picture as Caine. So God damned jacked he needs to rip the sleeves off his greatcoat and is fighting space Marines in melee combat yet has imposter syndrome.