Perhaps the harpoons were melee weapons,
the laser rifles didn't have exceedingly fast rates of fire did they?
Think about it, if one of them was surrounded by encroaching bacteria, a sword would possibly be too short, a lance too long and unweildy, the gun would be too slow to fire and too blunt to tackle bacteria effectively (also too short as well) but a harpoon, depending on the wood, would be light, just about the right length, and has that spike on the edge so you can hook enemies on the rebound or a backward movement, while you can stab and jab and spear other enemies as well. The only other weapon better that I could think of would be a double-bladed axe, which one of them obviously had with them since Leela nicked it to kill them all with.
...That's all bollocks by the way