Houdini’s ruse
Although Houdini was able to successfully unlock himself underwater, this does not guarantee that anyone else can. In the chilly ocean water, Jack and Rose had to unlock a metal gate underwater. What were the chances of that? Not in the least.
The time it would have taken to unlock a gate with a key while fumbling in icy water would have been enough to render your fingers useless. In reality, neither of them could have made this work.
