bullets with grease back then was because they weren't just loading and shooting....
Remember that cowboys shot their guns rarely...even while soldiering the guns were loaded and then a good deal of time might pass between the time the gun was loaded and the round was actually expended....
That "time" could cause the ball to shift and pwder to migrate from behind the ball. What might have been a "clean" loading could become a dangerous one. To prevent that they covered the ball with grease.
In battle, if they reloaded their pistols at all, the grease over the ball was omitted. Hollywood has popularized the "cylinder swap". I'm not sure how often that actually happened. In some pretty extensive reading about the cavalry units in the Civil War I've found several references of "multiple pistols" but nothing at all about "multiple cylinders". This makes sense given the use of 'pistols" as anything other than a last resort was a Cavalry thing and changing out a cylinder while mounted, and in battle, would have been a pretty difficult.....
Cavalry battles were, by design, quick, violent and demoralizing, and were over pretty quickly...if it was still "in progress" after a very short time then it became ineffective.
Hollywood invented the "gunfights" like we all think about but from what I've read they were also quick, violent and over well before anyone thought about making their second cylinder shift in a 7 against 1 gunfight.....my guess is that the cylinder shift didn't happen much in the very few years between the popularization of the pistol and the conversion to cartridge.
Thats what I've read anyway...
Steve