It's a reference to the leaked plot and nothing more. It's not meant to make sense.
Also, technically, Wally could use guns very well. He could accelerate bullets to lightspeed with speed lending. At that point they're just very accurate projectiles that move at lightspeed. But it's not like they can take a page to stop and go "Why would a speedster use a gun?" and have Wally give a breakdown on how his powers work.