You can convert static meshes to skeletal meshes in the editor. The reason why the weapons use skeletal meshes is because the Equipment has to in order to be skinned (weighted for animation) to the skeleton.
Having weapons as Skeletal Meshes also allows you to provide custom animations for the weapons (guns need to animate when firing, reloading, etc) and allow you to edit the sockets to have them position better when attached to the hand sockets.