No, not at all. Games used to have demos and trial versions, like basically all games, but game studios used to have to actually finish making a game before they shipped it. Trying before you bought was the business model of the whole industry. Now so many games are shipped in such bad condition they wouldn’t dare let you try it first. Trying before you buy is just prudent, as long as you actually buy the ones you like enough to play through.
They do wear out eventually, but the end of their useful life is a whole crapload of rounds if they’re well-made, and most good guns can have parts replaced either by the user or by a smith, so you can keep them running a long time if you oil them and keep them relatively rust-free. If a gun is so messed up it can’t fire or if it fails catastrophically and blows up, if it’s truly and permanently at the end of its life, I think most folks do indeed throw them in the trash, assuming they have no historical value. Maybe disassemble them or cut them up with a hacksaw first. Once it stops being able to be a gun anymore, it’s just junk.