Gunblades even by Laguna's time were no longer a common weapon to use, he is quotable as noting he hadn't used a gunblade since initial training for the Gabaldian Army years prior in the Ruby Dragon duel scene.

I would assume the weapon is too specialised to be of common use. A gunblade is extremely powerful in close combat as we know. However it is also apparently a very complex weapon, I have studied fencing irl and can say looking at the two main characters gunblades (Squall and Seifer) the grip would make wielding the blades difficult at best and something where technique would count along with raw strength rather than one or the other. A gunblade appears a tactical weapon and perhaps something of an eloquent one too. What other purposes the gunblade would serve in terms of tradition ect is not explained in game and I won't theorize about it either but there could be some traditions ect to their use.

Having a member of SeeD focus their attention on learning a weapon of such type is probably a first because most SeeD candidates would either cover the minimum knowledge test of the weapon and then move on to a simpler or more effective weapon. So therefore I would assume he was merely one of the first two students they had what actually dedicated themselves to learning the most powerful close combat weapon available but one of the most difficult to use. Of the two he was the only one to actually pass the exam and therefore became the first.