User blog comment:Hyperborean/"The House of Hades" – official expectations blog/@comment-99.56.37.183-20130220000819/@comment-3146930-20130220001640

Because, Celestial Bronze i a very rare metal. If you melted it down to make bullets, you would end up loosing a lot of bronze in the process unless you went out to find your bullets every time you fired. Arrow Heads can be easily recovered and swords/spears/axes don't have an ammo limit.