Since 'fire weapons' of various times, including types of grenades, have existed around the world even in what we might call 'Ancient' times -- I would be hardpressed, as a DM, to explain why I wouldn't allow them in my games. I just wouldn't.
To me, anything that invokes a sense of "the modern" in my players is not suitable for my games. Firebombs existed in real history long before the first use of the hand-gonne or plate armour. But I know a player, even a history-minded one, is not going to be able to separate "firebomb" from "grenade" in casual usage. So I don't allow such things.
Things like clockwork creatures are even worse.
So that's my criteria. If Howard didn't directly write about it, and I think it is very likely to invoke a sense of the modern in my games, I leave it out.