They're still less efficient. With a gun, you have to put all your energy in as kinetic energy at the start of the trip, which means the payload leaves the earth at a considerable speed. Objects passing through the atmosphere with that sort of speed lose a lot of energy as drag.

There's a continuum between guns and rockets: you can fire a projectile with a motor on board. That lets you launch with a lower speed, but you have to lift fuel along with your payload. It's a tradeoff.

Space elevators step outside the tradeoff because they add energy to the payload during the trip, to avoiding the drag cost, but don't have to lift the energy as fuel, so avoiding the weight cost.