User blog comment:Ragadorus/Mystery Shell?/@comment-76.14.186.35-20130618053157

I personally think it was a preload to be sure she had something in the chamber. And as many people have pointed out on the Youtube vid she fires WAY more bursts than she had shells, so some have speculated that she possibly gets several shots from a shell. So by changing it to a full one at the start she wouldn't need to waste time loading a new shell. If the multi-shot shell is true then the only reason she replaced the shells was because it was a different kind of ammo, just like Ruby did (the shells are differently colored from the ones she started with too)

Of course, it did seriously look freaking awesome. VERY intimidating...