That's all fake-o Movie and TV effects. They are not smoking real pot obviously and they probably use something that is more harsh or acrid than actual pot smoke. Also the smoke they are inhaling on TV is not really getting anybody high so why would they want to take a massive lung full and have a coughing fit for real because they totally cleared the bong. Typically, in most Stoner groups there are rules of etiquette in the USA, I imagine it's the same deal everywhere. Different rules and traditions exist in each individual group of cannabis smokers.
In most circles where a bong is going around it can be considered a faux pas to take a hit from the bong but then fail to finish the whole hit or clear the unwanted stale smoke. The smoke sitting there that gets stale will make the next rip taste the awful and irritate and burn the lungs and throat something fierce. If you pass the bong to the next person without finishing the hit or clearing it it is rude. When clearing the smoke you should always ask the owner how it's done correctly even if you think you know how it works. Ive seen many people try to blow out stale smoke by simply blowing back in the bong from the same hole they inhale thru. This may be the correct way for some equipment but 9/10 times, blowing air into a bong backwards just causes problems. Doing it wrong can cause overflows, spills, damage to your piece, and worst of all is get the weed wet or blow it out all over the floor. I quit using bongs with more than one or two other people after a while cause it just became a hassle to try to worry about your $350 prize bong getting passed and handled around a room by a bunch of drunk people with some of them rolling, tripping, or everything else in-between.