They favour magic over tech in this world. And they apparently the nords hate and fear even that. So Skyrim at least is going to be stuck in the dung ages forever. Not to mention its a world that is constantly teetering on the brink of utter annihilation.
Apparently the dwarves liked tech and they were wiped off the face of Tamriel for it haha.
In closing, Im not sure how I'd feel about the introduction of guns into this series (could go either way) but as it currently stands I do not miss them. If you really want a fun, medieval, fps that has guns try 'Mount and Blade: With Fire and Steel'. Its a lot of fun. (just mentally prepare yourself for being shot off your horse a lot)