All powder is dirty & smoky. Some powder formulas produce more smoke than some others and some indoor ranges do a better job of ventilation than others. So an older range with poor ventilation with will exhibit more smoke density, & be more noticeable.
Powder coated bullets don’t smoke or produce smoke since they are totally encapsulated during the process. Powder coated bullets have no/use no conventional lube, so there is no lube to burn off when fired. Ted Dent will back me up here. I have retrieved many powder coated bullets fired indoor & outdoor ranges that show the powder coated base completely intact, no coating burn off.