Per Inge Oestmoen no bullet wounds or knife cuts
To be honest, we have some evidence of knife cuts.
Autopsy report of Igor Dyatlov:
In the area of the palm surface of the second and fifth fingers there is a skin wound of irregular linear shape with regular edges located transverse to the length of the fingers; the surface wounds are up to 0.1 (or 0.2 – note) cm deep.

But the main question of why the victims were not simply shot
the victims were injured with one blow. Simply and effectively.
But the main question of why the victims were not simply shot
the simplest answer is - attacers didnt have weapons.
Weapons were strictly prohibited in USSR except for hunting weapons. If it is correct assumption, we can exclude some categories of people attacker did not belong
1) sololders (army, KGB)
2) hunters
3) organized criminal groups
But the blows were very effective. This tells us that attackers were very well trained to kill. Special Forces? Without weapons? 
What about the people who had have this training and took part in еspecial forces operations during the WWII? They were 30+ in 1959.
If the victims had been shot, it would be impossible to make the murder look like an accident. It was very important to communicate to the public that this tragedy was an accident. The staunch insisting that an avalanche was responsible is testimony to the Soviet and later Russian governments' desire to conceal the truth. Now it has been scientifically and conclusively proven that there was no avalanche. Moreover, the injuries found on the bodies are inconsistent with what we observe after avalanches. Still, the authorities maintain that the tragedy was a natural accident.
The wound in the hand of Dyatlov is very likely from a bayonet. Dyatlov tried to fight, and tried to get hold on a rifle - and he was cut as the attacker probably withdrew the rifle in order to control Dyatlov in close combat.
Special forces - and the KGB were extremely well trained in close combat - know how to kill without firearms, and the orchestration and execution of "accidents," "natural deaths" and "suicides" is typical of killing by special forces, unless they want the public to know what happened.
To kill the nine students, who were loyal Soviet citizens and belonging to the privileged, with firearms would create protest and possibly political unrest. That would be a most irrational thing to do. The intelligent thing to do was what was done: To kill in such a was as to make it look like an accident. There was a sudden rise in temperature during the night between February 1 and February 2. That rise in temperature foiled the plot: The students did not freeze to death soon. Therefore, they had to be hunted down and dispatched. If there had been no rise in temperature, the nine would have died from freezing as intended - and very few would have understood that they had been murdered in cold blood.