You see, the reason Chris goes into the mines without a gun is he's mastered the art of the parry, we see this in his ability to perfect guard an enemy's suicide explosion
Chris doesn't starts with a gun because it wasn't a gun in the cutscene, it was a sword gun, like the sword baseball bat, sword rifle, sword pineapple, sword sword sharpener, sword pie... hey what happened with the sword pie?
You know what's the HUGE difference between the Albert-01 in the original RE7 game, RE7 Not A Hero, & RE Village? In the original version of this game, it's the same as the Hand Cannon you get in RE4, but in Not A Hero & RE Village, It's basically A NORMAL FUCKING HANDGUN!!!!!