The NSG is not a fund starved force. They have all sorts of guns in their arsenal. They are the richest institution among all our military units in terms of per capita spending. Let's stop treating them like poor imbecile children who need advice from internet forum members. CQB imposes certain constraints on the amount and kind of ordnance the team can carry. You can't expect the NSG to be carry Brahmos missiles on their backs because they are more powerful than 5.56mm bullets.
Check their arsenal, they have all types of guns, the DRDO even adds customization that is mission specific. If they choose the MP5 then it means that is the need of the hour. Stop peddling bigger caliber weapons just because they are, well, bigger. NSG is trained to get 'one shot one kill' headshots. And a 9mm gun does just fine. No need for bigger caliber or higher rate of fire.
Check the third guy on the right side of the door, he has just a handgun. The one behind him has a SIG55X, the one in front of him has an MP5. They customize their load-out according to mission requirements.