I'm pretty sure people used spears, bows and perhaps even swords to defend themselves before capturing pokemon. Gunpowder in the real world didn't start being manufactured till the 1400s when the first cannons were used, which is admittedly much longer after animals were domesticated. Our animals use brute force to fight, so we needed to improve our war technology to dominate over other people of our species. In a world where those animals have special abilities, there's no need for us to improve, but for them to be trained better. A common wild animal at a low level will be easier to defeat and capture, but if you'd want to subdue a stronger one, you'd have to train the weaker one. That's why, in the pokemon world, the better trainer can climb the highest mountain, reach the deepest end of the ocean, defeat the mafia, and fight with wild animals so strong and rare, they are thought to be legendary.