The blunt force of a bullet, even if it's a matchlock (like the typical tanegashima matchlock used during Sengoku Period and Battle of Sekigahara in particular) can cause some nasty damages. Ginko is strong and fast, doesn't mean her body tissues and bones are as durable as her attacks. I wouldn't be surprised if she's a glass cannon, and iaijutsu relies a lot on the initial drawing speed of the blade to deal damage. Besides, orcs, in the end, are just big lumps of meat. Big, but still meat. Not like they're living mushrooms like 40K orks or something. And to be frank, it's pretty standard nowadays that "katana is just better" is a common trope.
Not to mention the bullet hit her forehead guard, which is likely a solid iron piece. It did not penetrate, but the shockwave travelling through is not a joke. Like how you can still get hurn even when wearing bulletproof vests, kinetic force doesn't simply disappear.