I can’t see how a universe like that could exist. Perhaps if some time-traveler was unlucky, their gun might jam, but I can’t figure out how you could successfully thwart a “well-prepared time traveler” who knows all the details of the situation they’re jumping into and has double-checked their gun after making the jump.
The logical extension of this would be, given how local interactions might affect events across the globe over time, that the entire past becomes immutable. That would reduce time travel to a read-only experience, so it wouldn't have any utility beyond time tourism.
Read only time travel would still be immensely useful as there are so many situations where having a clear answer to what happened is interesting - history, solving crimes, analyzing accidents (or bugs as we are on HN), re-measuring experiments, ...
First consider that a gun is just a dramatic way of illustrating the concept. If a butterfly travels back in time and flaps its wings it could cause a tornado on the other side of the world (butterfly effect).
A gun merely jamming solves nothing.
Either the time traveler was there "the first time around" or he must be stopped from going back somehow. Because the first and the second time around must be exactly identical.