This is my favourite film but I've always wondered why Gorman didn't just tell the marines why they couldn't use their weapons under the heat exchanger.
Course, he shouldn't have to but it would've helped surely.
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Someone with actual military experience can likely answer this better than me, but here goes:
Gorman was arguably a well-intentioned but narcissistic, cowardly idiot who was completely new to command. We see this again and again throughout he movie as he freezes, freaks out, and loses control of the situation. In this case, he probably assumed that he didn't need to explain- he was the officer after all, and he had given a command. You'll notice how hostile he was, at that point in the movie, to anybody who disagreed with him or who he perceived as not giving him the respect he felt he deserved.
Would it have been better had he told them? Perhaps. But you could say the same thing all along with how much better it would have been had anybody actually listened to Ripley, etc.
One of the strengths of the movie is how fairly believable much of the characterization is. Ripley doesn't give a convincing speech to the marines because she is still struggling with the trauma she faced, which makes them all shrug off her warnings in a completely believable manner. Newt is a weird little kid because she had to be to survive. Their officer is out on his very first drop and finding that real life doesn't match any of the sterile classroom lessons or simulations, and he breaks from it. He ends up having his own arc, finding redemption with Vasquez, but he needed that downfall to find redemption.
I was going to put this in my comment but I think it will work better as a complete answer. It is subjective though, based on my experience with military officers.
Gorman likely issued the order without explanation because he didn't want to open the decision up for debate and he was embarrassed. For starters, he failed to properly assess the location and detect the problem prior to making entry. Second, Ripley is the one who saw it, not him. Finally, he didn't perform a proper risk assessment to determine if pulse rifle and smartgun ammunition could actually damage the heat exchangers (as opposed to all the explosions that go off during the chaotic extraction when the ammunition cooked off [and presumably some grenades]). Burke and Ripley explain the problem to him but I'm not really sure he completely understands the risk himself.
So he was in a very weak position to issue the order. Any challenge to it would be hard to justify and expose his incompetence in not noticing it earlier and not adapting his plan to accommodate the reduced firepower (for example, setting up the remote guns as a fall back position should the squad be pursued). Gorman appears to be very self-conscious and unsure of himself and the early interactions with the squad (almost all negative in some way) reinforce that impression. So instead, he "doubles down" by making a blunt order, silencing any protest, and hoping for the best. He relies on the strength of Apone to enforce the command by collecting magazines instead of appealing to the team as a whole to get compliance.
Hicks at least might have figured out why Gorman issued the order as he transitions to his shotgun. Vasquez and Drake disobey the order which is a clear indication that Gorman failed as a leader (or that they are both malcontents).
Interestingly, the order of events in the film's official novelisation is actually rather different. The troops are clearly aware of the implication of their actions, they just don't seem to care, believing that their personal safety is worth more than the passingly small risk of causing a containment failure.
"Where’d you get that, Hicks? When I saw that bulge, I thought you were smuggling liquor, except that’d be out of character for you. Steal it from a museum”
"Been in my family for a long time. Cute, isn’t it?”
Some family. Can it do anything?”
Hicks showed him a single shell. "Not your standard military-issue high-velocity armor-piercing round, but you don’t want it going off in your face, either". He kept his voice down. "I always keep this handy. For close encounters. I don’t think it’ll penetrate anything far enough to set off any mushrooms".
It was that they couldn't use explosive ammunition. They could only use plain rounds. Its possible that the heat exchanger could take a hit from a bullet but not an explosive one. The marines could then be seen with handguns and pump action shotguns