I agree. Having Run and Gun attached to rocket punch would not be OP. I wouldn't risk my safety to walk all the way up to my target just to proc 3 instant-cast abilities. I currently only use rocket punch when I am confronted in close range, and that wouldn't change. People are just disgusted by the thought of a mercenary actually fighting back.
On an off note, I think pyros could use a little love in the escape department also, but that's a different story.
i have suggested that Energy Shield for Pyrotechs be able to not only remove current root/slows, but provide immunity to those effects for the full duration of Energy Shield. that should be enough of an escape mechanism without adding in a whole new ability.