I can think of NOTHING associated with a loaded single action that requires either a primer or a case w/o a hole in its side "...to look real."
nope, not when it's IN the gun. But what about when its not??
Every director has their own ideas about what needs to be shown and what doesn't matter, but there are a couple of general constants, dramatic effect, and (to a lesser extent) the continuity of the illusion.
Then figure in costs. Its amazing how a multimillion dollar project will often cut corners on low cost items.
Replacing a primer with an inert brass plug doesn't cost much, but it does cost something and sometimes a tiny difference in the price will result in the "less safe" product being chosen, provided it get the desired job done.
Cost, availability and being period correct (preserving the illusion) are factors in having actual firearms used as props. In the early days of film, real guns were used and real ammo was fired. IF the actor wasn't competent, or didn't care to be, off camera shooters fired shots where bullets were shown hitting objects. Because real guns with real bullets were in use, great care was taken, and if there is any record of any actor or crewmember being injured or killed from gunfire back in those days, it has remained hidden.
There are lots of records of people being hurt and even killed on movie sets from that period. Falls, stunts gone bad, horses and cattle, wagons and trains, cars and other things, but not from accidental gunfire.
Today, it seems that since "everyone knows" its not real there is a different attitude. And because there have been fatal accidents, the movie industry has come up with a pretty fool proof system to prevent them. But it has to be FOLLOWED to the letter and on the RUST set, they did not do that.
Dummy rounds are for function testing. They are made to be clearly identifiable as dummy rounds. The military and gunsmiths want them to be instantly, visibly identifiable as dummys and not live ammo. Holes in the case or flutes in the case body work well for that.
The movie industry doesn't want that, it spoils the illusion. Their current practice of a case with only a BB inside allows the round to be "rattle checked" proving its not a live round while looking like one.