If that "fire demon alien" can materialize his entire body into flames, then it is not so weird that they can morph guns etc. I mean, his body was like Ace in One Piece. Actually he was exactly the same as Ace. Also Oni boss was able to strike lightnings right? Morphing guns/katanas seems nothing to me. If someone is asking "how can they morph guns/katanas?", then there is the much more obvious question "how can he shoot lightning?". Why dont we ask that? Because it seems impossible to reason that one out?

I dont think Oku is planning to provide reasoning for all these anytime soon. From the beginning of the manga, he did not feel quite obligated to explain most of his stuff anyways. He just comes up with cool ideas and leave the covering-up reasoning for later.