It happens. I've heard of several reasons why this happens. I always assume when I have a dud or find a live round on the range that it was a slow burning primer and that thing is going to go off when I pick it up. Best case scenario, nothing happens. Worst case scenario, it goes off full tilt with a case failure...you now have to wipe with your left hand. I'm only assuming, I've only seen the hunter safety course photos of the guy who tries to reload using bathroom scale and blows himself up.
I wouldn't say you did anything wrong, but I definitely would not hang onto the round. You did the right thing by putting it somewhere where it was no longer a danger to anyone else.
"A strong body makes the mind strong. As to the species of exercises, I advise the gun. While this gives moderate exercise to the body, it gives boldness, enterprise and independence to the mind. Games played with the ball, and others of that nature, are too violent for the body and stamp no character on the mind. Let your gun therefore be your constant companion of your walks." Thomas Jefferson
most squib/dud buckets have a light oil or solvent in them which will seep the bullet/case seal and render the powder inert.
I could make a list of a bunch of guns i have, or "have", or wish I had. Why would one feel compelled to provide that infornation freely? Do you feel the need to show off? Is it some immature game of oneupsmanship?
Basically, there are two options here:ammo failure or weapon failure.
Did you take a look at the primer? Did it have a good, solid hit or was the indentation too shallow?
If the shotgun was clean and in good working order, have a gunsmith take a look at it just for good measure. If it was a problem with the ammo, don't worry about it. Just avoid that brand for serious uses.
Most ranges have a "dud box" to dispose of unfired ammo, ask one of the instructors or range employees.
Now hatred is by far the longest pleasure;
Men love in haste, but they detest at leisure.
- Lord Byron (George Gordon Noel Byron), Don Juan
(canto XII, st. 6)
I've had it happen in the past. A couple of rounds, over the years, of cheap wad cutters for my .44 mag did this. Leave it in the gun for a couple of minuets with the barrel pointing down to the dirt/ground and away from others, then dispose of round in a safe manner and place.
I'm a cheap bastage. After exercising the proper "wait one minute wtih muzzle pointed down range" I take the round home, dismandle it and reuse the bullet and case. In the case of shotgun ammo, I cut them open and salvage the shot.
In life, strive to take the high road....It offers a better field of fire.
"Robo is right" Fuzzball