The Houdini Move
Houdini might have been able to unlock himself underwater successfully, but that doesn’t mean that anyone can. Jack and Rose had to unlock a metal gate underwater themselves, in the freezing ocean water. How likely was that? Well, not very.
The amount of time it would’ve taken to unlock a gate with a key while fumbling under freezing water would be enough time to make your fingers lose proper function. So in reality, this could never have worked for the two.