Well, no, I'm not saying firearms and gunpowder have to have a "huge super dramatic change" on the setting nor that it has to be a bigger change than for gods or magic. But it should have some change on the setting.
Considering that gods and magic only have a minimal effect of most settings (mediveal feudalism or any other copy of a specific point in time of earths history), gunpoweder changing anything would be a bigger effect than everything fantastic in D&D.