Vincent's clawed gauntlet covers the mutated claw-life fingers on that hand, as seen in better detail in DoC... he uses that appendage for melee attacks in that game, and as a parrying weapon too.

In the manual, we're told that Vincent "may seem frail at first". I guess his gun kinda goes with that - his body's very lean and light, so perhaps he's better suited to an indirect weapon, one that doesn't depend on massive physical force. Not that he's weak, just that he's so light.