Simple: the ellement that goes KABOOM is absolutely essential to making high-grade metal. That means that any gun you make is going to explode violently. This also means that guns aren't completely out of the question, but they could be very rare, since they'd require a tough material that doesn't include this element and that's hard and expensive to make.
Edit: I've devised a way for making "incendary Steel":
The metal itself will spontaniously combust if heated to over 500 degrees Celcius, but that only happens if it comes into contact with oxygen
So the key is to heat it in a kiln where the only source of air has the air pass throught he fuell. This means that the air that heats the Incendary Steel contains only a very small amount of oxygen. To remove the last amount of oxygen and create a hard alloy, something like cokes are added to the melting metal from the top. Some elements in the cokes react with the oxidised metal to form an oxide that dissolves in the metal itself, making it stronger in the process.
The liquid mixture slowly drips into a plaster mould. Once the mould is filled (this is a bit of guesswork) the kill is locked air-tight by locking the valves that connect to it (those valves are probably made of a weaker, but more heat resistant metal) and the kiln is left to cool for several weeks. Once it's cooled down enough, the mould is taken from the kiln and broken, after which the metal object undergoes a final stage of shaping, primarely with the help of a saw. Then to protect the metal it's rapidly diped into a bath of another kind of metal that's liquid and then rapidly quenched. This last step has to be done very fast to prevent the metal from heating up too much and creates both an external protective metal layer as a small layer of oxide to increase the hardness on the outside.
Metal made this way is comparable in hardness to earth's corunds (9 on mohrs hardness scale) and about as flexible and cast iron. It's protect up to a temperature of 500 degrewes after which the outer layer breaks and the poreus oxide becomes exposed. You'd better run then because the oxidation is very rapid and very explosive, forming a white powder and sending still burning shrapnell flying all over the place.