I do hate that Tau don’t really have any melee units.

From a "realism" standpoint..... it actually makes sense.

Modern real world soldiers, at least in the US Army, don't get training with bayonets anymore. Why?

Bayonets, and melee combat in general, are obsolete in modern warfare, and have been so back until the 1700s. (research indicates that very very few soldiers got wounded by bayonets/melee weapons), and training soldiers to use bayonets is largely a waste of time when:

1. They likely aren't going to use them as weapons anyways
2. They aren't difficult to use.

Modern military doctrines, which the Tau take inspiration from (the Imperial Guard takes inspiration from earlier methods of warfare, from Linear warfare up to WW2), negates (most) CQC by simply using accurate long-range fire and moving when the enemy gets too close.

Now, don't get me wrong, bayonets are still issued to modern militaries because they are there for emergency oh-shit moments, and as such I do agree that Tau units should have backup melee weapons (bayonets).

But the crux of the matter is that the Tau are "bad" at melee for the same reason real-world soldiers would have a low Weapon Skill in-game: they don't train in it, because they don't need it, because it doesn't suit their warfighting methods.