All piercings can get an infection, gun or needle. Yes, some people are more prone to infections. My main problems with the gun method are 1, they use blunt studs which tear through the skin 2, there is no way to completely sterilise the gun because of the plastic components 3, they are usually not done in sterile surroundings 4, they are usually done by people who have VERY little training.
They use blunt studs here? Geez, glad you told me, I'll never get a gun piercing in Australia then! That's mad Mine were really pointy/sharp on one end and the gun was made entirely from metal (that's the only legal one that they use in doctor's offices). Yep, I wouldn't use the guns you described on my kids either. Go needles!