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SilentSonorous A better question is why you wouldn't. It's not like we've even seen any mainstream magic users yet. It was brought up once with the fake jewelry, but nothing related to combat. So if we're assuming that, militarily, this is just a normal European middle-ages world, then I'd want to bring a gun too. Surpassing literally everybody by several technological generations seems like a good bet for survival if you ask me.
But even if there was magic, she doesn't seem to have any beyond the teleportation and translation. Neither of which are useful for killing.
BUT EVEN IF magic was in this world, it was a superior weapon to a gun, and she could use it, I would STILL bring a gun because nobody in this world knows what a gun does. Meaning the people of this world would be helpless to defend themselves against this new technology.
So there you go. In her situation, based on the information available to her, bringing a gun is objectively a better survival choice compared to not bringing one.