Maybe Twilight told you about the problems she had with Tirek and how bad it was before she and her friends used the magic of friendship… You think a gun could had defeated him? A bullet between his eyes is not magical after all.

“One: While she did tell me about Tirek and all that, I don’t really think a simple little gun would defeat him. He’s freaking Tirek. He and Princess Twilight literally fought each other to a magical stalemate and it was only through the power of the Tree of Harmony that they gained the upper hand.”

“Two: a gun is just a metal object that shoots faster, smaller metal objects. Tirek had the power of every Unicorn, Earth Pony and Pegasi in Equestria. Trying to shoot him with, oh say, your typical 45. caliber bullet would’ve been like shooting a BB gun at a titanium statue. It wouldn’t have done shit.”