You kidding? They're also powerful. :-P
In their own right, sure. But the bow is still superior to the type of rifles we have in WoW.
They shoot faster. Don't have recoil. They hit harder. More accurate. Most likely can shoot further (Although a Crossbow would shoot farthest) It's a LOT more difficult to remove an arrow than a bullet. The Orc in the BC cinematic likely got the arrowhead stuck inside of his body, moving around, shredding up his muscles even more. Bullets aren't sharp, they don't do that. Bows are less cumbersome, less expensive, and like Resileaf said, don't jam and don't have a gunpowder smell.
The best way to remove an arrow is to push it through until it comes out of the other side, snap the head, then pull the shaft out where it came in.
And it is just as painful as it sounds.
The main advantage of the gun is that it doesn't require years of training to master, and the BOOM has a psychological effect on the target.