The attack that Howlitzer has already launched will disappear when I switch to close range weapons, which is a bit strange.

This is most likely due to Nightmare Werepig running beyond Howlitzer's max range (4 tiles or 16 wall units) rather than you switching your weapon.
The same effect can be seen while using gloomerang against Bee Queen, some of the attacks will deal no damage if Bee Queen is running away.

I tried to replicate this on a stationary target by switching weapons after firing, but it still dealt damage.

You're right, switching weapons and bullets seems like a coincidence,Thank you for helping me find the exact reason

But I still think it's a bit strange that bullets have such a short range and their attacks are ineffective. I hope the distance of the bullet can be farther to make it look the same,

I don't know why, but I always feel very strange watching bullets disappear without causing any harm