Wow, thanks for all the responses guys and yes I know that guns aren't technically high medieval ages technology but fire emblem itself doesn't seem to be based on that. As for why mages would need a counter over a high resistance physical unit like a pegasus is because pegasus knights usually aren't good at taking out mages that are in formation with physically stronger units limiting their ability to counter.
Though the real reason to put in a new weapon type is not to nerf mages themselves as they do have notable flaws as Sangyul pointed out, but to nerf the other main 2-ranged option to make archers and other two range units a better alternative. I'm open to the idea of only making certain weapons anti-mage but the low accuracy and high avoid of mages should balance out without that being necessary.