Okay, on the gun stuff:
Yeah, there are laser guns in firefly. And there are super-techno non-lethal force guns. And if you watch, you'll see that the laser guns are like my cellphone: lots of cool features that impress everyone until the battery dies, which it does rather soon. Likewise, the non-lethal force guns used by the cops are big crappy pieces of plastic that exhibit marginally superior performance when the butt rather than the muzzle is applied to the victim's head.
So yeah, gunpowder isn't going anywhere. We've got a simple chemical reaction that reliably produces a projectile moving at its target faster that the target can react. Unless you've got something cheaper, why not?
Sure, it's a TV show, and a lot of the crap is gonna be from the past or present with the hope that nobody notices. If you watch the late 70's "Buck Rogers", you'll see the Commodore PET being used at as a communications device. Contrary to what you may think, it ain't a show for gun nuts; after all, A gussied-up AK like Vera wouldn't need O2 to work.