No doubt, but I would be interested to see if there are numbers to back up or contradict this particular intuition. It may just be confirmation bias from his coaching days, where maybe he got really frustrated to see one of his players miss two in a row, and then he blocked out instances where they'd miss the first and make the second.
On the other hand, it is a game played by humans, influenced by their emotions. I recall from my playing days that, at least in my mind, there was an ignominy attached to missing both free throws and coming away from the gift of having been fouled empty handed. I didn't think about that, however, unless and until I missed the first shot. Which meant that I placed a higher amount of stress on myself to make my second attempt after a miss than after a make, which may or may not have affected results.
I wouldn't be surprised if McGuire was right, and that the reason is when a player's just made a free throw their confidence rises and they don't feel as much pressure to make the second shot (or fear of missing) because they've already produced points on this trip to the line. That's dangerously close to the "hot hand" theory, so I don't want to put too much into it, but the trial is different than field goal attempts, which are spaced minutes apart, come from different places on the floor, and are against different types of defensive contesting. The physical circumstances of free throws on a single trip to the line are consistent from one to the next, and the repeating is more or less immediate.