It's a bit like saying a soldier doesn't need a bayonet / combat knife. 99.99999% of the time yes, but would you bet YOUR life on it?
The military industrial complex is absolutely a beast that requires oversight and restraint. Just as the intelligence complex does. I wish more people understood and appreciated it. It doesn't need to be dismantled by a long shot necessarily, but BS needs to be called.
It probably depends on the situation and what you do. IIRC, missiles lose effectiveness at the kinds of short ranges where you'd use guns. In some situations, running might put you in a more vulnerable situation while closing to a gunfight might even things up.
If they try to extend out for a better turn rate you hit them with the missile. If they turn too hard they lose energy and you can gun them. The fights tend to end earlier because it's so much easier to make a mistake.
Also with missiles, countermeasures can be employed which are pretty effective. Can't fit much brain in a 40G missile that is mostly solid rocket and explosives. Missile warning systems and automatic countermeasures are remarkably effective. Not so much against 30mm
Yes you're probably going to die, but at least you are not a sitting duck.
They even give pilots a pistol or a sub-machine gun in case they eject over enemy territory. It's probably dead weight, but if it can save someone once, why not? I wouldn't go without it even if intellectually I know I'm not going to take down the whole enemy army with a 15 shots pistol.