There's no point trying to draw a parallel between Eorzean technology and real-world technology. Their guns are not breach-loaded nor do they ever seem to actually physically reload them in any way (could just be an animation issue, but still). In this cutscene: https://www.youtube.com/watch?v=nvXSHLPB1aM Merlwyb fires several shots in quick succession with no visible magazine. That alone puts them on a different level from real-world firearms.
They're guns because guns are cool. That's basically all there is to it.
They're guns because guns are cool. That's basically all there is to it.