the way cylinders on a revolver work is they turn on a spindle to move the next round to the barrel. the rotating mechanism is tied to the hammer, which in double action revolvers is tied to the trigger. having nested cylinders means you would need to have 2 triggers and 2 hammers or else both barrels would have to fire simultaneously. even with that, you have another problem: how are they arranged? are they nested as well? does the smaller hammer cock when you pull back the larger? how about the triggers, are they sid-by-side? one behind the other? how does he avoid pulling both triggers simultaneously?
on top of that, they would have to rotate together, or have a secondary rotating mechanism inside the larger of the cylinders, which would increase the number of moving parts (and chances of a jam or malfunction) exponentially. one of the primary advantages of a revolver is that it has so few moving parts, the chance of a jam or malfunction is EXTREMELY low.
TL;DR Revolvers are used because of reliability and simplicity, don't fix it if it ain't broken.

I suppose having him be a reformed criminal isn't too bad, as long as he was never convicted of anything.