Saethori |
It's completely true, they're made of shadow, there should be no explosive force involved.
But that's not what the rules say. The rules say that the firearm misfires on given rolls. And as Shadowshooting offers no provision regarding misfires (unlike, say, the Pistol of the Infinite Sky), it still suffers them, risking becoming broken or even exploding.
Any exception to this must be worked out between you and your GM, and if you are playing PFS, you are stuck with the misfire rate.