Most races that use technology also use guns heavily. The only races that don't make heavy use of them are the more primitive races or races who have little interest in technology. The reason those races that do make heavy use of them don't use nothing but them could be for any number of reasons.
Swords and spears are easier to mass produce, they don't run out of ammo and don't require troops to to carry around ammo wherever they go.
That person may prefer melee to a gun.
No nation has anything like a factory or assembly line to make guns so issuing one to every single soldier in a world of constant war is unreasonable. Weapons in wow are made by specialized craftsmen not a factory churning out several hundred guns a day.