If the wizards already knew about explosives, why didn't they arm their allies with that technology ages ago?

Gandalf has fireworks, Saruman has sapping charges and he wasn't always bad, and the good people of Middle Earth were dying in droves when some guns and rockets would have really helped out.

All I want to know is why Gandalf didn't give Legolas a .50 cal Horizon Lord, when he can see over the bloody horizon.