OK, to get a few things out of the way:
1. I agree that spinning guns look cool (as far as I am concerned the only advantage I could think of (I meant to mention that in the OP, somehow slipped my mind)).
2. As or oxidizer(saltpeter in gunpowder(black powder)), it is (and must be) present in every explosive, however it is not the thing that stores oxygen for the combustion, but rather it is what makes the explosion actually happen in that it is a catalyst, that makes oxygen from air react with the fuel(coal and sulfur in black powder) producing and exothermal reaction(one that produces heat) which creates a lot of gas as a product of high speed burning(oxidizing) of fuels in the powder. So projectile weapons we use today would still require air or oxygen in order to fire in an environment without oxygen (yes, even atmospheres that don't contain oxygen). But that is not to say, that pressurized oxygen can't be stored in the actual bullet case.
Other than this, I believe, that high ROF guns with a barrels arranged such as the pictures show with a proper automatic loading mechanism are more feasible and more accurate than a spinning barrel gatling mechanism.
Note this is a personal opinion and I am by no means asking to change anything in the game because of me. I just want to put want you to consider looking at it from a different angle.