Accuracy and TU cost is a big difference as well. While it might cost you an extra 30TU to cover the 10-odd extra squares between shooting and stabbing range, once you have you'll often have the equivalent of +10-20% to-hit with 9-15TU attacks, and you kind-of keep this bonus if they don't go down that turn as well.
Melee just runs off stats so well, and is so damaging, that the "run-in" danger is a reasonable trade-off early on. Plus, your gals stat-up super well too, so a lot of these things are semi uncapped compared to how dismal the early firearms are. You're looking at 45-80+ damage swings (bye-bye armour) at low TU cost and high accuracy, not 16-45 damage attacks at 20-40%TUs (15-30'ish TUs early on) and very poor accuracy with the early available firearms.
Basically, there's a melee weapon for every gal, tailor made just for her. It's nearly impossible that there's not something that's good with any array of stats. Lethal or non-lethal. At worst, your strength will constantly be going up, and so will your melee stat, so even if she's really useless to begin with, she won't stay that way.
Nearly all guns rely on the firing stat in some form, and very few get damage bonuses from stats. They just do what they say they do. Whereas something simple like a Handle is really doing 46 stun damage average per swing on a 40Str/80Bravery gal, while an Ax might be doing 80+ cutting damage. It's a big difference, early and mid game. Shotguns and cannons are nice, but there's stuff they simply can't scratch. But every time you do get surprised, melee is *always* an option, even with early game gear.
Bad firing stat? You're going to be bad at shooting for a while. Bad melee stat? Not necessarily a problem, we've got just the weapon for you..... As long as you've got one good stat (that isn't firing), you're set.
(I like handles better than bats mostly because I was blessed with high bravery gals. And bravery is kinda easy to train early on. Strength might auto-train, but bravery brings lumps of damage and kind-of auto-trains on gals with low stats in that area as well. When I want to stun someone, I really want to stun someone. If I wanted them dead, I'd make them really dead)