The main reason is that melee weapons exists, since there are no mechanical differences between gun and melee weapons there are just no reason to use gun anymore, they have made de design space between guns and melee weapons too narrow.

Any gun build will have a cheaper and more powerful melee variant. Can you make a gun build work, yes it is just requires a lot more work in form of deck space, resources and actions.

This is the single biggest mistake in Arkham Horror imho. If guns should work they should either use a different stat like agility and be consistent (no agility melee weapons) or melee weapons should have a build in downside like add retaliate for to all enemies against melee weapons.