Powder residue, filler, bad jacket shavings, and high pressure hot gas can all exit the muzzle and can easily burn, cut, lacerated and otherwise injure you, and those are just the common things which exit a muzzle at high speed. Never put anything forward of the muzzle of a firearm you are not willing to loose or destroy.
For a visual reference, look at pictures of people who try to shoot revolvers with their thumbs forward of the cylinder gap.
