Well, everything has its weaknesses and strengths I'm sure if a bullet can't hit a golem but it can hit a goblin if you know what i mean.
If u further read the novel.....
(Spoiler)
When japan is invaded by S rank monster, only leave with military to fight....(since most their Jap S rank hunter dies)... They try to fight with guns and all but futile.
Not even a dent to those monsters.
Monster also have mana, so I'm guess the skin is harder than earth animals.
So the author put it (using guns) but guessing unless is imbued with mana,is like hitting animal with sticks
╮(￣▽￣)╭
It's just like another fantasy manga.
Following magic logics,
You need to fight magical creatures (monsters) using magical weapons.
That's why normal weapons like gun, bomb, etc won't work on them.
You need to fight them using weapons imbued by magic.
Just like in the previous chapter, electrical devices won't work inside the dungeon, that's why they use pickaxe imbued by magic to mine magic ores and pure strength to collect monsters.
Creating magic weapons are not easy either because you need to get their materials from higher ranker monsters or ores from dungeon.
Hope it helps.
They are in the in 21st century, right? So why don't they use guns and stuff like that on monsters? I don't know If I missed something but I like to know that.