Guns Are Annoying
Only weapons of a magical origin can dare injure a demon. There are plenty of lesser beings in Hell that are easily killed but the greater beings are quite difficult to kill. Morgalla is one of these beings, the only way to kill one is to give them a wound great enough to kill them instantly otherwise they’ll regenerate within minutes, even seconds. Cut off a limb, it will grow back and their desire for revenge will grow. Losing and regrowing an arm or leg is painful. Demons do not like using guns for two reasons:
1. They enjoy killing their prey up close and personal. Blades violate the flesh better than a bullet.

2. Mostly pride, not wanting to use a weapon forged by the lowly human race.
Morgalla can’t seem to fire a gun to save her life. Well it can fire well enough, but the bullets fired seem to hit nothing but air or the wall behind them. She is a killing machine when the time is necessary. She does not “need” guns anyway, usually a different kind of weapon or even her bare hands is good enough.
Bullets are usually useless against Demons anyway. They work fine against the lesser beings for sure but for Morgalla and others like her the worst bullets could do is bruising. The only guns they need fear are the kind mounted on aircraft. An enemy of Morgalla could fire a gun at her and even hit, but one might hear the words “OW! Knock that off, that stings!” The next thing they see is a pissed off Demon headed towards them.