I dont think it can really be argued that learning how to use a gun would somehow hinder the use of magic. Regular mortals IRL learn more than one skill in addition to using a gun. You can go to school for engineering and still be a special forces person. For the same reason you can play in the NBA and go to school for something useful. When you add in that wizards live for centuries, this becomes even more moot.
I'd argue that this is true for the current generation and will be so for those following it, but that a big part of the reason why this isn't the case now is because Ebenezer, for example, grew up and fought in the age of muskets and blackpowder cannon. Yes, the puckle gun was a thing, but the idea of reliable, long-range, rapid-fire (read: faster than three shots per minute, the average for Von Steuben trained Colonial Regulars) guns is still relatively new, first showing up 160 years ago. Hell, McCoy still drives a '37 pickup. There are a couple of generations of wizards who are getting used to the idea, but they're mostly trained by those who aren't yet.
Best example is Carlos. The younger wardens get it, and they're arming up. I wouldn't be surprised if someone like, say, Butters figures out ways to combine guns and magic to get different effects. Harry's Winchester could be crafted and enchanted to function as a modified blasting rod, for instance—I don't see why it couldn't. Though likely a bull-pup design would work better, with a magazine in the stock to keep it farther away from the heat.
Anyway, old habits die hard, but the new generations are using more mixed approaches to combat.