The premise of your question is not accurate; there are far louder things in nature than gunshots. Even a regular thunderstorm will be able to match the noise made by an ordinary firearm. Meanwhile, any sizeable earthquake or volcanic eruption will easily drown out most forms of man-made explosive. The ancient Greeks, who built cities on the slopes of Etna and worshipped Poseidon Earth-Shaker, were perfectly familiar with both.

(For the record, there are even animals that can shout louder than gunshots, though you'd have to be in the ocean to hear them.)