Well, when almost every gun show on TV shows targets packed with Tannerite or similar substance, but doesn't typically bother to tell the people that are watching that is what is making the target go boom, the stupidity gets perpetuated.
He has a valid point. You know that the closest dear old Jesse has been to a gun is on TV. He probably watched a couple episodes of "Sons of Guns" and labeled himself an expert. And we all know that the semi autos on Sons of Guns blow up anything they want. Except for maybe the whole planet itself. But if we wait long enough, Jesse may pull that one out.
"We must keep these crazy gun people from blowing up an island, a continent or the whole planet itself with their super duper killer blower upper semi autos!"