If anything, having a pokemon around means that guns and heavy weapons SHOULD have been invented. Because they're stronger and more dangerous than the wild animals we know irl. We wouldn't have been fighting just other humans for food and other resources, but pokemon as well.
Especially before pokeballs were invented. Before pokemon could be caught in pokeballs to be tamed, people would have had/wanted to defend themselves from predator pokemon or just random encounters, like running into an ursaring in the forest.
Geh, I could go on, but the real answer is that it's intended as a kid's fantasy world and they're trying to both steer away from gun issues and keep the focus on the action/violence done with pokemon. Apply realistic logic to much of anything in the games and it all falls apart. Which leaves us with something incredibly silly, but fun.