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Continuity mistake: When the Rock finally starts using guns, there is one shot where the three holes in his tee shirt are on the right side of his chest, because it is a flipped shot. The holes are on the left side of his chest in every other shot. (01:23:20 - 01:24:40)
Answer: Yes, he says so in the movie. He explains that it gets too messy. Also, it shows that he is stronger than using an easy weapon like a gun. People like to see fist fighting, rather than gun fighting.
Josh Appelbaum