Why is the gun the best melee weapon?

So there I was... It was night, and I swam out to his yacht.. He had a bounty and he tried sniping me as I swam forward. I boarded the yacht and we shot at one another, neither of us hitting. I sprinted right around the corner and took cover.. My breath quickened and my palms began to sweat. I was nervous because I knew my foe was right around the corner, I could even hear him reloading his automatic shotgun.

I was using the revolver, and was down to 1 round.. I knew if I reloaded he could round the corner and end me.. So, I pulled out my cavalry dagger. I was prepared to end my enemy with cold steel!

I sprinted forward and he raised his gun, but I was to fast.. I stabbed him once, prepared to end him!

aaaaaand he slapped me with the butt of the gun and I died....

I spawned back at the beach and was sniped....

WTF ROCKSTAR?!?!?

I was pissed because this isn't the first time this has happened... I'm sure some of you have seen or experienced this.. If you are capable of reaching someone with a gun with a melee weapon, you should be rewarded with a kill. After all, it was risky and difficult but you managed to do it. Why the hell is the gun the best melee weapon?

Try it.. Pull out a melee weapon and use it on an NPC.. Now pull out a gun, aim really close at the NPC, and click/pull the trigger. Instakill. WOT?

Why include melee if the guns instakill?

Satiate me with knowledge.