The drawback to shooting in melee is that you could be doing so much more damage with melee weapons. A ranged focus rogue, even with the Gunner talent and not having Two Weapon Style, can still get in four or five sabre attacks dual-wielding in the time it takes them to recover, reload, and shoot their pistol again. Even without any melee boosting talents or abilities, you're still going to out damage the rogue who stands there shooting in point blank range. The fact that you might be able to slow down your enemy's attacks through interrupts is just a side benefit (incidentally, the lower interrupt rating of fast weapons is almost perfectly compensated for by their increased attack speed).
Or you could use a second, faster firing ranged weapon for after you've fired your slow loader. That way you could keep up a high rate of fire.