 There are these magic things called clips that people put into guns and they magically allow you to shoot more than once. As for the notion that McClain would know that Dunn wasn't dead: even if it was certain he would (and it's not), he'd probably attribute it to him missing rather than Dunn being a freak of nature. So then, to prevent Dunn from getting the upper hand, he'd have to shoot him in the head again while he was down. Otherwise, then he would have no means of being sure Dunn was actually dead, and Dunn wouldn't be affected. 