What you mean by no guns policy? Lego has never had one. The Lego Western set was filled with guns, the pirate sets have always had loads of cannons and muskets. Even the Lego space sets had rayguns. Lego StarWars also isn't a shining example of no guns.
Idk where it's written but I heard that weapons like fantasy and sci-fy things were allowed as part of the experience but they wouldn't do things like Muslim terrorists and that sort of thing like realism. SC2 is borderline slightly realistic in my opinion due to it's epicness.