Joke
Gunn had a gun. It sounded like the beginning of a bad joke Alonna would've made, but it wasn't. It was anything but a joke.
Sometimes even a cool, new, tripped out axe put together by some kids who worship the ground you walk on for saving their lives just doesn't cut it and a man has to resort to other options.
He still has that axe, even among all the axes he's had over the few years he's spent with Angel and company. Even with his new-found, evil-implanted lawyer skills, he still had his axe. But now it wasn't enough.
It wasn't black and automatic. It wasn't as quick to kill a human with an axe as it was a gun. Things could go wrong, things could get turned against you.
A gun made you feel powerful and you knew you had control.
See, it was anything but a joke. It was more than a joke.