SpaceAceofWC, how long have you been playing Gunreal? My assumption is that people will get used to it, and soon impulsively reload the shotgun before firing. If the first shell is auto-loaded, I think that will suddenly make you have to try to *remember* what you did last with the shotgun, and thus leave you in a state of always wondering "okay, is the shotgun loaded, or NOT loaded?"
I'm going to get back to this though, later on, to see what people think after they've been playing a while, because I could be wrong. I'm used to the way it is because I made it.

To others, that might not be the case...