Note: This is not an issue for most modern lights and this applies mostly to older versions.
The lights you are talking about have this issue because they run the circuit directly through each of the bulbs. So when one bulb’s filament burns out, it breaks the entire circuit and cuts the flow of electricity to all of the bulbs.
Most modern versions have an alternate flow channel in them, so if a bulb breaks and cannot complete the circuit, the circuit still has an alternate way to keep flowing.
There are two types of electrical wiring used. Series and parallel.
In a series circuit the electric flows in one path one light after an other. If one light goes out it breaks the circuit and no lights light up.
In parallel there are two paths. One interrupted by each light and one that bypasses the previous light. In this format if one light goes out it doesn’t effect the other lights.
The “light gun” is actually a circuit tester that checks to see if the filament in the light is broken making it easier to find the bad bulb.
As others have said the old Christmas lights are wired in series so the electricity passes through each bulb in the entire circuit. But this would mean that if a single light’s filament broke the entire string would stop working, so to avoid that bulbs tend to have a “shunt” within them which will allow electricity to pass through the bulb even if the filament breaks. This way a single bulb going out isn’t going to make the whole string go dark even when wired in series.
But, sometimes those shunts also have problems with them and again a single bad bulb will make the entire string go dark. There is a second shunt within the socket itself which can allow the string to light if a bulb is entirely missing, but that shunt doesn’t come into action when there is a bulb with a shunt (working or not) in place. So what the light guns do is create a special electrical pulse that is designed to burn out and destroy a shunt that is blocking electrical flow. This gun should destroy the problem shunt within a bulb and allow the fallback shunt within the socket to being working and light up the strand. That one bulb will still not work but now it is really easy to find.
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