The reason is that the other weapon types are either too big for the attaché case, too expensive to invest on, or the ammo isn't as common as the aforementioned three.
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But once you do make him vulnerable, be quick and slash at him with the knife. Granted, actually being able to slash at him is a bit tricky since it would require that you bring him to his knees by shooting at his legs, which by itself can be difficult since he moves at superhuman speed and his parasitic shield covers a wide area of himself. Krauser can be made into this if you know that the knife actually does the most damage to him.