In How I Met Your Mother S02E01, Robin & Marshal are shooting in a shooting range and having a conversation.
How can the conversation be audible to them when they've still got the ear muffs on?
As a sports shooter of now almost 23 years I can tell you: It's not an issue! You hear each other a bit muffled but still very well understandably. You only have to raise your voice because of the gun noises around you, not because of the muffling by the ear protection. We normally use this type here:
I don't see this as much of a tv conceit. The earmuffs usually used on shooting ranges do not go anywhere near blocking out all sound. It is quite standard to carry on conversations while having them on I've done so every time I've been at a shooting range with someone else. I assume we tend to raise our voices a bit, but I don't think it's even all that much.
There are special electronic ear protectors that can do that.
The premise of electronic muffs is quite simple. While the passive muff provides hearing protection, battery powered electronic components inside the electronic muffs include microphones, amplifiers and speakers that gather, amplify and transmit low volume sounds — like voices — inside the earpiece.
Price differences in muffs generally dictate quality of components and advanced capabilities. For instance, lower cost muffs may have only one or two microphones and a basic stop-type amplifier that simply shuts off upon high decibel sounds. This type of shutoff causes split second time lapses before the amplifier resumes and low tones are again transmitted to the ear. Cheaper muffs with fewer mics often make it difficult to ascertain the direction of the sounds as well. Higher end models use more advanced technology that allows the continuous flow of low volume sounds while at once blocking dangerous noises. They also contain multiple mics and speakers, making it easy to determine the direction and distance of the sound, which is crucial in hunting, tactical and competition applications.
There's a more complex description & explanation at earplugsstore.com
One thing to note is that the sound of a gunshot and the sound of 2 people talking have an entirely different frequency, volume and length. The human voice has a frequency of around 85-250 Hz, a volume of around 60 db and usually a length of a couple of seconds. A gunshot from a small caliber weapon is around 150-2500 Hz in frequency, has a volume of around 130-160 db and usually lasts only a fraction of a second. These are sounds with entirely different footprints and as such can relatively easily be attenuated independently. There is in fact a study from Finland: https://www.ncbi.nlm.nih.gov/pubmed/7761796, that states that large-volume earmuffs can be used to protect against gunshot sounds.
Earmuffs for hearing protection are designed for just that: hearing protection. They are intended to bring volumes down to a safe level that won't cause injury or damage the wearer's hearing. Each model is rated for a given reduction in volume, listed as NRR (noise reduction rating), generally in the range of 20-40 decibels. If they blocked out all sound, they wouldn't be useful for their normal use cases, such as shooting ranges, airport tarmac, construction sites, and other noisy areas. These areas have other sounds that are important, such as cease-fire orders, conversation with coworkers, and so on.
The non-total nature of hearing protection muffs often surprises people who try to use them to block out quiet but distracting noises, such as nearby conversations or music. I know of no passive device (i.e., not producing white noise or other sound to drown out the outside noise) that can do this.