Mostly early punk sci-fi rules. Guns no work in space cause no air, but lasers and EM slugthrowers are fine.
But rounds have their own oxidizer and will fire just fine in vacuum. In fact, I don't think I've ever heard of this rule, guns have always worked fine in space and we've known this since the 50s.
but that either demands you make vacuum sealed cases with the right air/propellant mix or use rocket engine style propellants with the oxidizer included.
Gun cartridges are already sealed and contain their own oxidizer already. Pretty much any modern firearm will fire in space without any difficulty, and will most likely work better in space since it will be devoid of any atmospheric drag issues. This point is sort of also voided when you can use those weapons just fine on Mars, which similarly lacks oxygen, and probably on the Moon when the Blacksun Base gets added, which lacks atmosphere entirely.
Also the above is discounting any heat/cooling expansion problems in fine tolerance moving parts, near earth orbit has about 220 degrees Celsius variance between sun and shade.
Heating and cooling issues in space won't really make any difference: The equipment will not be exposed to direct sunlight for extended durations as it will either be in the dropship, or in a very brief action. Space is otherwise a really good insulator, so nothing will get cold anytime soon. In fact, there are already guns in space. Russians bring guns into space as standard kit, and have even test-fired them. They work fine.
Comes down to balance between realism and gameplay/engine restrictions with a dash of artistic freedom I suppose. If anything powder weapons would be equally if not more unwieldy in space than melee ones.
Well, you'd obviously have difficulty wielding the blackpowder weapons in space, but every regular modern-ish gun should work just fine. I'm not sure what the game balance constraints would be, since most of those weapons are worse than the ones that are allowed in space. I can incinerate people with a PLASMA CANNON in space, but I can't shoot them with my regular pistol. It's certainly not because of recoil issues, because the recoil from firing a gun wouldn't spin you THAT badly and we can fire a HEAVY RAILGUN in space, which would kick way worse.
If you are having trouble in ship equipment screen because of that reason, there's is a "0-G" category to see what you can use once up there to avoid nasty surprises.
I'm aware of the category, it's just that the list strikes me as very arbitrary and random.