Okay, so, they're the three Musketeers. Has anyone ever actually seen any of them using a musket?
Actually, yes. At the siege of La Rochelle in the first book, they have breakfast in a newly captured bastion to discuss anti-Cardinal plans in a private place. The enemy sallies out to retake the bastion and our heroes buy time (they bet four other soldiers that they would stay there for an hour) using muskets taken from some dead guys. Muskets show up a few other times, too, but that's the most memorable.
They're shown to be really quite adept with muskets, especially considering how difficult it was to aim back then. In the above example of La Rochelle it's said quite plainly that every bullet they fired hit someone, which for that time is incredible marksmanship. They just use swords more often because most of the fighting they do is close quarters.
And because swords were the standard sidearm of the era. Carrying a musket in an everyday setting would have been roughly equivalent to carrying an assault rifle to the grocery store.