Yes I thought of this and you make a good point. I have made them up myself for various guns in my vintage collection. They are made using brass without a primer, once fired brass, leaving the spent primer, or removing it and not replacing it, not adding any powder and then inserting a bullet or a fake plastic bullet. The outside of the cartridge is marked with something very obvious or drilling a hole in it to keep them from getting confused with real cartridges. You can tell them from a real cartridge by looking at the marking, the hole, the fake bullet, the already indented primer or the missing primer.
If someone was mixing dummy cartridges in with the real thing then this set was even more messed up than we have been told... which is very likely the case.
There are different dummy cartridges, some have dimpled or fired primers, some have a rubber insert for primer, some have holes drilled in them. Some have no way to distinguish them from live ammos - the pic above is for an ad for dummy 45LC. The only saving grace of those rounds above is they are sized so they can't be loaded into a 45 cal gun.
See: http://www.historicreplicaguns.com/brass-dummy-cartridge.html