Beautiful, huh? It's a gibson melody maker.
I guess it's probably because guitars come in so many cool styles. I mean, have you ever seen a cherry red flute? Or a piano with flames?
Here's Gene Simmons' (from the band Kiss) "axe" guitar:
I must say, I've never seen a piano shaped like a weapon. But maybe you could make a piano that looks like a cannon, or a tank or something... Then if no one likes your playing, you can shoot them or run over them, lol!