Have people read up to 213 yet? WAAH KEI IS TEH AWESOME!!11 So good.
I think for most of the players they don't like what they're being forced to do (be in a life or death situation) and so they use the guns to end it quickly. Players like Muscle Rider/Kei/Izumi love the battle and live for the thrill of the fight so they use hand-to-hand more. Even though the others have super strength also, they'd rather just use the guns and kill in one hit (hopefully).