One could equally argue that you shouldn't do hit-scan weapons for third person shooters because players can shoot from behind cover or around corners without ever being exposed. I think both statements are a kind of logical fallacy in that they can be true but only if you as a designer let that be true.
Of course you can use projectiles for weapons, they are called projectile weapons as opposed to hit-scan weapons for a reason. You just got to take care to model the collision properly so as to avoid such issues. It's a design problem.
For an example you could elongate your (invisible) collider along the path of the projectile modified by the projectile speed and average frame-rate or frame time in such a fashion as to avoid the issue of collision ghosting/skipping.
Be creative, it's what game design is all about.
edit: Another idea is to attach a raycast to your projectile and attenuate it's length by projectile speed and/or frame-rate so that your projectile couldn't miss the collision window. Lets call it the hybrid solution.