I've actually worked in background for film/television many times and though I've never done a scene with guns being fired, what you say above is totally consistent with my experience on sets: they are so over the top careful about every little thing that could be a liability that they will do things like get behind shields to protect the cast and crew from blanks. It is inconceivable to me that a genuine prop department would allow a bullet on set at all let alone a loaded weapon to get into the hands of Alec Baldwin.