Mal really does hate swords. Will convinced him to claim one for himself on the ship -- even gave him a couple of lessons that were vaguely more helpful than Inara's way back when -- but he'd still prefer his gun.

When a pirate charges at him swinging like Mal used to with a heavy blade, Mal leans to the left to get on the man's instep and knock the blade out of his hand and head-butting him to the ground.