A quality whistle is tough to beat because it is reasonable, reliable, and reusable.

In a situation where you're calling for help, you need to be able to do so repeatedly, without expending a lot of energy.

Metal horns would stick to you in cold weather, and even if cold weather weren't a problem, unless you're a regular brass instrument player in the real world, I imagine your lips would get tired long before anyone investigated your strange sounds.

The same thing probably goes for pots and pans if you happened to have them along: even a small thing like banging two pots together can become taxing on the arms if you do it long enough.

Using a gun as a noise signal is foolish in my opinion: those bullets have to come down somewhere, and I believe they would be put to better use against game in a survival situation.

All things considered, a plastic whistle that weighs hardly anything and can easily be secured to your person and easily used over and over again makes it an attractive survival device.

It may be that there is a better whistle waiting to be designed -- one that transmits on a variety of frequencies: a low signal to attract interest at a distance, along with the shrill pitches we are accustomed to hearing as a call for help.