Also from Coup d'Etat:

McKAY: See how I almost stunned that guy?

SHEPPARD: I must have missed it.

McKAY: Yeah, but if he was, like, a step to the right, I would've stunned him for sure.

Which sort of implies that the possibility of hitting someone he was aiming at would be a big, exciting thing for McKay, I guess because he's usually off by more. I don't know, I find the whole thing baffling; he basically seems able to shoot a target when the plot requires it, and not when it would be harmless and (theoretically) funny for him to miss. Maybe you could make a case for it being psychological -- when he's desperate enough that it *really matters* if he hits his target or not, he gets out of his own way and does it on instinct, but otherwise handling a gun makes him nervous and insecure so he blows it. Either that, or the writers are just making it up as they go along *g*