Some guns, for the last few years, are made so you can dry fire them without damaging the firing pin/chamber. In the old days most were not. My dad would never allow us to handle his dad's old Western Field .22 rifle. He said pulling the trigger on an empty chamber would result in a broken firing pin (they'd had it broken twice over the years.) I know a guy who dinged up his Ruger Mk1 chamber to the point where it wouldn't chamber a .22 shell anymore (didn't break the firing pin, just developed a gouge in the chamber where the rim goes).
I know a Ruger 10/22 is safe to dry fire because the firing pin is made with a "stop" machined into the side of it so it hits the inside lip/edge in the bolt and stops before it makes contact with the chamber mouth. Some manufacturing tolerance issues or a barrel not far enough back in the receiver could result in duds.
I saw an incident at an Appleseed several years ago where a mother and daughter were shooting 10/22's. The son was shooting an old Remington bolt action .22 rifle. As the mother/daughter had duds and would pull the bolt to the rear to eject the "dud" and chamber the next round in the magazine the "dud" would fall on the tarp they were lying on. The son would gather up the duds at the end of each stage and lay them in a neat pile under his rifle and use them, along with some fresh ammo from the bulk pack box they all used, to shoot the next stage. I asked and he told me his rifle was lighting off every dud they ejected. I started picking up dud .22 ammo from Appleseeds and then, before I got around to trying them in my M52B, I forgot where I'd been putting them. They might be down in the shed in one of the plastic gear containers I used for my sleeping bag, cooking stuff, clothes, etc. for Appleseeds and RBCs but I haven't thought to go look to check.
I accept that many people have issues with Thunderbolts. I know that some .22 ammo just doesn't shoot worth beans in some guns (my favorite hate .22 ammo as a teenager was Winchester Wildcats, not or duds but for terrible groups from my Win. M190).