The danger lies in apathy. I was taught to be very diligent in the safe handling of firearms...always, no exceptions, because once you begin to make exceptions, apathy toward basic rules can take hold.
The result is that although I know...100% positive, that none of my guns are stored loaded, I safety check and prove safe prior to cocking or pulling a trigger. With revolvers this aspect can involve verifying [by sight] that the cylinder is loaded with snap caps {that look quite different from cartridges} prior to any dry fire DA practice.
The concern is that if you become accustomed to seeing a brass cartridge in the cylinder, one day, maybe, could somehow happen, a live cartridge gets in the mix somehow and BOOM! AD incident in your home!
I know the odds are slim but there are always chances that mistakes happen, using a dedicated snap cap reduces the odds even further. (come on, they're cheap and will last forever particularly in a revolver {hot glue the primer spot when it wears out})