If you have ever held a gun you would know they carry some weight and can be used similar to a clubbed weapon, although shorter. Are you saying you couldn't bash a zombies head in with a club?
If no bayonet I would at least like an option to melee with weapons. I have countless times (with a firearm equipped) wished I could just melee this one straggler or a window without alerting every zed in the area. IE: pistol whip or hit them with the butt of the shotgun. Hell you could even just use the pushing animation and stomping like when you have nothing equipped.