You can get rid of all human enemies by knocking them unconscious (I play expert mostly so killing is forbidden anyway). But right, if you go rambo even on lower difficulty levels, you'll most likely get overwhelmed

I can't recall if they're in Thief 1, but in Thief 2 at least there are guards with helmets which are immune to the blackjack, but afaik none of them are immune to gas arrows/mines.