Yuki is a huge sword dweeb ever since they first saw a Doman Samurai, they loved it so much they became one themselves and probably would've continued being one of they weren't captured by the Garlean Empire.
It was when Yuki was rescued by rebels and had a gun shoved in their hands during the escape that they fell in love with guns as well, this is why they have a big love for gunblades over most other swords(though they still appreciate all swords), though honestly they are two weapons they like to keep as separate entities.
This is why I think they would flourish if given the choice of dual wielding a pistol and sword.