We weren't given any warning about dry-firing without snap caps. We did a lot of dry-fire during the armorer class, too.
I just mentioned it because the extractors in the new style revolvers (without extractor pins) rely upon the ammo cases to position them to optimal advantage for consistent engagement of the hand with each ratchet. (Unlike the old style extractors which were held in position by cylinder pins ... which could become damaged or broken at the most inopportune times.)
The presence of the cases in each charge hole helps eliminate any tolerance "slop" between the cylinder and the extractor, too.
When we were practicing cutting new extractors in the armorer class we didn't have any dummy rounds, and virtually all of the extractors being cut still exhibited good fit & carry up when the guns were checked without the use of dummy rounds. I'd always use dummy rounds (or empty cases) when cutting an extractor for a "real" revolver, though, meaning outside the class.
Also, when a new style revolver is being checked "for real", it's recommended to use the dummy rounds so the most accurate observation of the gun's carry up can be observed & checked.