As a medieval historian I must explain that you are wrong. Guns did not directly end the medieval period. They contributed towards certainly but there are other factors that were way more important in ending it, The black death is one of them. The black death is one of the large reasons why the medieval period ended. Two other events that helped end this period are the renaissance and the reformation. It is important to keep in mind that these two events were happening during the late middle ages.
The medieval period is not one uniform time period. this is a big mistake for people to equate everything that was in the medieval period was going on at the same time. There is the low middle ages, 5th to 10th centuries CE, the High middle ages, 11th to 13th centuries, and the late middle ages 14th and 15th centuries. Though some historians would certainly debate these dates; particularly the 'beginning' and the 'ending'. keep in this is about a thousand years, things from one period or even in the same period are not the same across all other times. For example just look at the development of architecture, a person in the early medieval period would be astonished by the Gothic cathedrals wondering how the hell they were built, and this is going for the stone masons and what not who build things like that for a living.
Guns did exist in the middle ages, they were first made in the late 14th century, about the 1390s. Cannons also existed to, though a bit earlier from what I have read, during the Siege of Calais the english had cannons. Yup a siege in the hundred years war in the middle of the 14th century, 1300s, had cannons.
as for the feel, the thing is that DnD produces several diffrent types of generas. some of which personally I would not want to have guns in if I were playing in that specific genera, sword and sorcery comes to mind. However ravenloft is inspired by gothic horror, among other things. It has a technology level that is late medieval at best, more of renissance then anything else. Some domains are clearly higher cultural level, Dementlieu and Lamordia. Others are less in cultural area. Guns IMO fit the server and the feeling of it.
Also keep in mind that these guns are not modern guns. Dementlieu has muskets, most other domains do not. Flintlocks, matchlocks, wheellocks, pistols are used. all of which are single shot and often inaccurate and sometimes deadly to their shooter but they are a weapon that does exist. In NWN they are mostly as Jay says a novelty item, but they are a fun effective weapon for 1 on 1 rp if you are doing that.
