Father Weasley, can't remember his name, repeatedly shows us that wizards raised purely in the magical world are unbelievably stupid when it comes to the non-magic world so it wouldn't surprise me in the slightest if they didn't even know what a gun was.

Wait a minute. We can go deeper. In the deathly hallows, when they tell the story about the invincible wand, the original owner loses it because someone straight up cut his throat — no magic. Harry also takes it from Malfoy by beating the shit out of him.