The quest is flavored by using a Tex Mechanica gun (specifically, a very renown one), since there's no guaranteed way to acquire The Last Word, allowing players to complete Jolly Holliday with another of the Tex Mechanica guns would unblock players that haven't been able to get The Last Word from a drop or the last time it was sold by Xûr. This way, a player would be able to rank up the gunsmith, acquire The First Curse eventually (after a somewhat painful quest line, but that's besides the point) and then be able to embark on another exotic quest line.