Maybe so.
remember, the original question was "what do you prefer"
I have bags lined in muslin, trade wool, and even a buckskin lined elk (the lining gives the flap weight to keep it closed without a button and gives support behind cut-outs in the flap). And unlined bags, too.
I don't have to justify my own preference, do I?
I figure a feller had to get to town to buy the gun, lead and powder. The gun's no good without balls and other things to feed it. Why not get the pouch while you're there to get the gun? Leather making is a specialized talent. Smoked buckskin bags were probably never lined. A "professionally" tanned leather bag was more likely to be made by a craftsman and offered for sale by a sutler, tack shop, gunsmith, saddlemaker, dry goods store, etc.
If you lost or wore out the "good" one you repaired it or threw together what you could with what you had. I've seen a few made from the tops of boots.