In the games, bolt guns, auto guns, and energy guns are portrayed as having visible tracers and trails. Obviously, this design decision is to make the games accessible and the movies easier to watch. However, the idea that any of the projectiles used in the lore are ever visible just doesn’t make a lot of sense.
Tracers aren’t inherent to any projectile, and given how fucked up the galaxy is, you probably wouldn’t want to give away your location. Coincidentally, given how dense a battle in the 40k universe can be, having tracers equipped everywhere might be counterproductive to making your shots visible.