In Thor: The Dark World, the Asgardians clearly have advanced technology, as they are using anti-aircraft missiles against the dark elves' ships in the city. But when the dark elves get inside the main Asgardian building, the Asgardians are just standing around with their swords up, and are easily killed by the dark elves who are using gun-like weapons.
Why don't they have more realistic weapons to defend their king?
Asgardians do have and use energy weapons. But keep in mind that Asgardians are usually rather strong and would most likely benefit more from using high tech melee weapons..
Asgardian racial information from the wiki..
http://en.wikipedia.org/wiki/Asgardians_(comics)
Although they look human, all Asgardians possess certain superhuman physical attributes. They are extremely long-lived (though not purely immortal like their Olympian counterparts), aging at an extremely slow rate upon reaching adulthood (through the periodic consumption of the golden apples of Idunn). Asgardian flesh and bone is three times denser than similar human tissue, contributing to their superhuman strength and weight. An average Asgardian male can lift 30 tons (27.2 metric tons); an average Asgardian female can lift about 25 tons (22.7 metric tons). Asgardians are immune to all terrestrial diseases and resistant to conventional injury. The metabolism of the Asgardians gives them superhuman stamina in all physical activities.
Remember the Asgard is one of the most powerful races in the movie universe as far as this point, and the dark elves no longer existed according to Asgardian lore. So most likely they thought that the intruders wouldn't not have the sufficient technology or strength to defeat them.
Essentially Asgardians use their technology to enhance their armor and melee weapons so that they can take advantage of their superhuman abilities.
Don't forget what happened when Odin walked in on the Dark Elves... He leveled a small party of them with a half-second of a ray from his staff. (This is a long-distance, "gun-like" weapon.)
They also had heavy artillery mounted for shooting down aerial attacks, and they had gun-like devices mounted on their own aircraft.
This leads me to think that they simply carry melee weapons because they find them easier to fight with for the small types of attacks they are likely to see in everyday action. They probably have long-range weapons, but they aren't used for handling small uprisings (as Asgardians are pretty strong, and can deal with a lot anyway.)
I think it also needs to be mentioned that those Dark Elf "guns" were CRAZY powerful relative to everything else we've seen in the MCU.
Remember the fight between Thor and Iron Man in The Avengers? He took several hits from Iron Man's repulsor blasts to the face, and it didn't even knock him down. Those repulsors have been shown to destroy Chitauri sleds and the Jericho missile system, let alone Extremis soldiers and Hammer Drones, in one hit. And Thor didn't even fall down.
Asgardians are tough as hell.
Plus, not many people mention it, but Asgardian shields did block those Dark Elf energy blasts. Watch closely and you'll see them shimmer blue and dissipate the energy. The blasts only killed the soldiers when they hit them straight-on, missing the shields.
I think this has less to do with "projectile vs melee," and more to do with the Dark Elves being way tougher than the average enemy of an Asgardian solder. When you're tough enough to take most weapons that most enemies can throw at you, without even the benefit of armor, it opens the door to using more "ceremonial" or traditional weapons being used at most times, because the need for something better isn't really there. But then when an ancient evil returns with a vengeance, it can catch you off-guard.
So basically, they use swords because usually that's all they need. But the Dark Elves were an uncommonly powerful enemy.
Three points:
Asgardians had the technology for projectile weapons (Bifrost, defense towers).
Adgardians had good cause to have projectile weapons (Dark Elves, Chitauri).
Their swords were inferior to projectile weapons. (Based on the fact that a highly trained army of demigods using swords got absolutely slaughtered on their own turf by an enemy they outnumbered.)
It's reasonable then, to assume, that for one reason or another they chose not to use projectile weapons.
Asgardians live and die by honor. It is very likely, to Asgardians, swords are more honorable (ethical) for personal combat than guns.
A human analogy might be hollow-point bullets, which have been prohibited for use in war as far back as the Hague Convention of 1899. Hollow-points are very effective at causing pain and death, and they would make war far more painful for your opponent. They are in the technical sense better, yet most nations adhere to this ban, and many (most?) people agree they are "more unethical" to use in war.
Asgardians, like humans, deliberately chose not to use technically superior weapons out of honor/ethics.
EDIT: I don't mean to say that the Asgardians signed some sort of wartime accords. I mean that people often choose inferior weapon out of honor/ethics. The situations are different, but it makes the idea seem a little less absurd.
It's simple: the movie doesn't follow comics facts.
In the comics, the Dark elves don't use any laser guns, they use swords and magic just like the Asgardians. The easiest way to kill an Asgardian, definitely isn't by laser guns, since they are highly durable against any energy projection. So, the best way would be by piercing objects such as spears... The Asgardians use swords because it is the best way of killing other high alien beings.
When you have superhuman strength and durability, then why use a simple gun? I mean, with at least the power of a jackhammer in your arms ( I'm making an estimate on Asgardian strength based on what was posted and from what I read on the link) why put that behind a trigger finger? It wouldn't make much sense for a race that can lift at least 30 tons to need to hide behind cover , pull a trigger, and hope to get a lucky shot in someones face or center mass when they can just slice, crush or rip them apart and keep going.
