[The Squatter of Amon Rûdh]

In the absence of any precise data about the Rings of Power, and faced with the impossibility of conducting a physical experiment, I should rule out science on this question. Obviously Tolkien's concern was with the narrative situation created by the Rings of Power, and clearly his decision that the Ruling Ring could only be destroyed in Orodruin was made so that there would be no alternative for his characters but to take it there.

That being said, my guess would be that the One is harder to destroy than the Seven because more of Sauron's native power and will are embodied in it. The Seven and the Nine are merely trinkets to be used for the recruitment of new servants, but the Ruling Ring is for Sauron's hand alone, and its destruction, as we know, is a grave blow. Therefore, the dragons being loose cannon at the best of times, Sauron had a good reason to make his Ring impervious to their fire; and because he embodies more of his own spirit and will in it, the One is in any case likely to be harder to destroy. Far be it from me to speak for Tolkien, but that would seem to be the logical basis of Gandalf's speculation.