When there was an issue of killing themselves in the movie Inception?

In the beginning of the movie, they were able to kill themselves and
wake up. When Mal shot Arthur in the foot, Cobb was able to shoot
Arthur and he woke up.

Why is it when they were in Fisher's dream, they weren't able to kill
themselves in order to wake up.

Something about being sedated? EXPLAIN!!! It's killing me!