They are small cylinders, so without gloves lots of half prints will be left. Fingerprints are so similar that that is unlikely to be usable to find the loader without a ton of effort. It is very useful to tie a suspect to the weapon after they have been found through other means, however.
A smart criminal should always wear gloves when interacting with anything that may be collected as evidence.
Do we know whether criminals do/don’t wear gloves when loading?
What are the stats on casing fingerprints tying someone to a crime? Are they really that useful or are they a secondary piece of evidence (I genuinely don’t know)?
Also, “criminals” is a large bucket. Are we talking about the average gang member out shooting his rivals probably with a stolen gun that may have been loaded by someone else, then ditched afterwards, or sold? (IIRC, gang shootings comprise something like 85%+ of all shootings).
Plus fingerprints don’t lead you to a suspect, unless they’ve committed a crime before.
You sort of press hard and squeeze the bullet into the magazine. I’d be surprised if that alone doesn’t smear any print. You’d wear gloves to prevent pinches or calluses and might already be wearing gloves to help with the vibration effect of shooting.