[@Sho Minazuki] This is true. I recall that true Devil Arms are actually forged from the soul of a devil in question, or otherwise served as the devil's signature weapon in question. 
But I also know that normal guns just don't cut it for high-power devil hunters like Umbra Witches, who would infuse their power into their weapons- even Dante's own guns were specially made to withstand the wear-and-tear he put them through. An arms manufacturer would probably make a good profit in the devil hunting business, therefore, if they issued such special-issue weapons to those interested parties.