This is just heresay but I think I remember reading that chambers varied somewhat in diameter. The other issue is the cartridges were loaded into whatever you were issued, A Colt, Remington, Whitney, Starr, etc.
So...maybe a safety issue? I've often wondered about that. No grease over the ends of the conicals/chambers and no wad between powder and conical (Although one early colt style had a thin cork wad). I've never heard of a chain firings but then again most modern day shooters don't shoot many combustible cartridges.
Which brings up a point. You can make small, re-useable paper tubes to hold powder charges and keep them, lubed wads, round balls, etc in an Altoid can. No worry about the hazards of using combustible ammo;so, for me at least the use of combustible ammo is "a bonding experience" with the past. Do it a couple of times to understand how it all worked and then be done with it. For carrying back up ammo in the field the afore mentioned set up in the altoid can is far better.