Are we operating under the assumption that the specimens can feel pain and are subject to the forces of trauma induced shock? Granted they aren't traditional head-shot-zombies, and the amount of blood produced during kills would seem to indicate some sort of active circulatory system (or at the very least a powerful anti-coagulant), they display no strategy or even basic reasoning skills that would indicate self-preservation beyond the need to eat/tear you to pieces. With the exception of the rage-triggering Scrakes and Fleshpounds, all other specimens react to impact with indifference beyond triggering a flailing animation displaying the kinetic force transferred by impact of an attack.
That being said, I can assume that these behaviors are operating in a void without pain and autonomous bodily reflexes that would shut down the muscles and mind upon sustaining devastatingly painful stimulus (like a bullet). At it's most basic construct, a bullet is a needle that enters the body and damages the tissue surrounding the projectile as it tunnels through flesh and bone. Most rounds in the game are relatively small (even tiny) in comparison to the creatures they are impacting. The devastating effects they inflict on tissue, isolated to the entry/exit and bullet path (and for centimeters/inches around it) serve only to disrupt the questionably vital mechanics of the organs (or what few organs are left in the creatures in question). The purely mechanical damage done by bullets against dead/living tissue can be seen as less than critical when circulation/pain/organ failure are not factors.
Observing the Melee attacks with the weapons given, the damage done and effective neutralization of the target far outweighs that of a standard round in theory. Weapons like the ax, katana, and chainsaw (less so the machete) are meant to cleave and rend flesh and bone apart. Separating large portions of the target from the body, while slow and messy, does more immediate mechanical damage to the structure of a body than does a slug of metal the length and width of a child's finger. Rather than liquidating and fracturing tissue within the body, the melee separates and devastates with brutal efficiency. By making a direct attack with the ability and intent to remove limbs and heads from a lumbering creature with no sense of pain or self-preservation you are endorsing a superior strategy in contrast to putting pieces of jacketed lead into their torsos until the accumulated weight of the rounds lodged in the body causes the creature to fall over.
