User blog comment:RWBY Adam Taurus/Melanie and Miltia/@comment-3146930-20140212221146

The answer may be in how Melanie and Miltia fight. The two fight together and work together to knock their opponent off balance. They are both also very skilled in hand to hand combat. However if one of them or both of them had some kind of projectile, they would risk hurting the other if it was deflected or dodged at the last second. Not to mention that they work best in close range combat, which would make having a gun almost useless at such a short distance. It would also make it hard for anyone with a gun to fire at the two if they are right in your face.