I don't recall where it comes out in the script, but the reason Gokk doesn't have a cool ray-gun is that the one he did have was damaged in the crash. That's why he got loaners from Bettie.
The whole point of this bit being so that, A) We could have the gag of three furry, three-fingered arms holding out three upside-down pistols when Gokk is introduced, and B) so we could do the surprise bit with Lowella Getz' ring-weapon.
Remember, folks, this is a comedy. As such, if you over-analyze it, it will tend to fall apart.