[Icelander]

I can see characters using crossbows in the place of guns.

Maybe they live somewhere that's not the US and obtaining a crossbow is easier than obtaining firearms.

Maybe the character is a reformed felon or his belief in the supernatural has resulted in him being treated as mentally ill. In that case, he might be legally barred from obtaining firearms, but crossbows may not be subject to the same controls where he lives.

Yes, vigilantes are already breaking the law and so should be willing to carry whatever weapons they can obtain, but just because someone knows about the supernatural, it doesn't necessarily make them streetwise or knowledgable about how to acquire firearms illegally.

Aside from better suppression, crossbows are in every way inferior weapons to the right firearm for the job. But you can be a monster hunting vigilante without always having the best tool for the job.