And nobody has invented magic bullets.... why, exactly?
Or, wands of magic-missile are an "uncommon" item, daily self-recharging - why isn't every SWAT team member armed with several of them? I mean, you literally cannot miss the freakin' target with those!
And so on. The problem with the urban fantasy genre, as compared to our usual fantasies, is that you no longer have low population densities to blame for not having people to craft things. In a modern setting, wouldn't there be schools to teach you how to craft magic items just like we have them to teach the plumbing, HVAC, and electrician trades?
Well, the Brigadier is well-noted for the quote, "You know, just once I'd like to meet an alien menace that wasn't immune to bullets." Dr. Who has the benefit of no implied ability to make magic weapons.
... is a freakin' emergency that will get combat helicopters with rockets and napalm dropped on it. The thing walks down the crowded streets of Manhattan or Tokyo, and hundreds of people die every minute?
Sure. I am not saying that it cannot be handled, but that it ought to be handled. Because whatever solution you use has repercussions on the setting. And if you don't handle them beforehand, players will very quickly ask very awkward questions.