The reason why shooting people was too difficult is because many of the einsatzgruppen members broke down psychological and some became so murderous that they might not have been refit to reenter civilian society. They used gas chambers because it was sufficiently distanced from the actual act of killing (it just involved rounding people up into a room and having some guy with a canister dump the stuff into a vent. None of the actual killers even had to see the results of their actions as the cleaning was done by another group) that they could do it without creating that same problem.