Zealot has immunity to melee (just the toughness damage, you still take health damage) while sliding. Everyone has immunity to ranged fire.
We can talk about zealot, but even with Psyker I play pretty aggressively if my team is a “sit back and wait” type.
With psyker both Illisi and DS are more than capable of hard-engaging shooter groups thanks to the incredibly low stamina regen delay and the low dodge delay. With just 1 stamina regen on curio you can permaslide without losing stamina. In some ways, it’s easier than with Zealot, although you can’t make that many mistakes.
With Vet it’s a lot harder, but Vet has other ways to deal with shooters…