The thing is case ammo WOULD even the playing field but that required hundreds of years of testing and experimentation to develop and the people who developed it didn't have enemies that could shoot lightning at them or plug their barrels with ice. 
Range could be dealt with by blocking and closing distance, these are highly trained martial artists, they move quick. Sniping or complete surprise would be the only real effective way of using a gun against a bender. Come to think of it I don't recall arrows ever being used. Mei was the only person I can remember who used ranged weapons. I think ranged weapons would have quickly been abandoned due to range increasing reaction windows/projectiles could be affected with more ease than say, getting in close with a sturdy sword.

Personally I like the concept of mechanical bending equivalents i.e. the equalist tech. devices that allow nonbenders to either neutralize or match a bender in a fight. It just seems to me that sort of a technological tree would spring from their situation.