Ok, so, here's the key question:
Which comic?
If the answer is "The Dark Knight Returns" or any of the Frank Miller "The Dark Knight Somethings" then you can't really say "It's in the comics, so it's ok."
Miller's "Dark Knight" comics are basically like an alternate future/reality. Moreover, the convention of him using guns works precisely because it upends the established "rules" of the Batman universe. People who look at these comics and figure "There. That's Batman. That's who he is," quite simply, don't understand the character. Those stories are subversive stories. They deconstruct the Batman myth, and reframe it in different terms. They are, in essence, riffing off of what the "core" of Batman is, and in so doing, actually highlight that core. The alternative is that you do understand who Batman is and...you just don't like the core of Batman's character very much.
All of that is perfectly fine for a comics fan. People can be fans of whatever the hell they want. HOWEVER if you're going to tap someone to helm your movies about Batman, if you're going to put them in charge of telling grand, large scale stories about that character, then you probably want someone who actually understands and likes the character to be doing it. That's not to say they can't deviate from the core material or play around with expectations, but if they do, they should do so in a way that clearly demonstrates their understanding of and appreciation for the character. Doing otherwise seems like a perfectly fine way to make less money. You know why Marvel has done as well as it has? Because, in addition to offering generally entertaining material, their films are made by people who have a decent understanding of and appreciation for the source material. They don't always hew to them perfectly, and indeed they play off of them and play with expectations plenty. But the core of the characters are always there, informing the films.
Fine. It's a lethal projectile weapon that Batman shouldn't be using. There. Happy now?
Unless he's shooting a grenade launcher that fires grenades that pop open in a puff of confetti and candy, BATMAN SHOULD NOT BE USING A GRENADE LAUNCHER.
An EMP "gun" or a stun-gun is fine because it's non-lethal. Hell, even in The Dark Knight Returns, it's made explicitly clear that the Battank is firing rubber bullets (which can still kill, but at least provides a fig leaf to the notion that Batman uses non-lethal weapons and doesn't kill his opponents on purpose).