Without having any idea of what guns were used and without having seen the show, I'd say it was mostly a matter of bbl. wall thickness, vis a zis 'hoop strength', and how much air vs. water was inside the bbl at the moment of firing. If the pistol was a revolver then the pressure build up was relieved at the air gap between the cylinder and the bbl. If the long guns were lowered into the water before firing with their muzzles tilted ever so slightly downward some air cound be expected to have been trapped inside the bbl and if slightly tilted upward and given a few moments to 'vent' or 'bleed', then we could assume them to have been full of water to the cartridge. I have no way of knowing which was the case, but I suspect there may have been more air in the rifle bbl. than there was in the shotgun, but I DO NOT know that. If it was a semi-auto pistol the same logic may be applied as for long guns as to bbl angle vs, trapped air.

OK, I'm open for contra thots.