That they are. They are quite messy, to be honest, but so is any paintwork. Depending on the type you use, the level can vary.
For instance, HVLP guns are usually the least messy. They have a low pressure (like 10 psi) and apply in a high rate of 80%. That means you waste only 20% in forms of bouncing back and overspray mist.
Airless guns are the messiest. Being a high-pressure gun, they have an application rate of 50%. That means half the materials will spread over the air and furniture.
To avoid messy situations, you should paint in a room that has no furniture. That’s the most ideal scenario. But if you can’t do that, cover the furniture and other stuff properly.