Freeways are very dangerous places to be, but we generally accept the involved risks and drive on them whenever we want to get anywhere not local, and which can't be easily reached by surface streets ... That doesn't mean freeways aren't any less "dangerous", though, we just tend to sometimes "forget" about it.
I've personally seen fresh factory pistol ammunition from Federal, Winchester & Remington which failed to fire, with apparent "bad" primers exhibiting acceptable firing pin indentations.
I've seen fresh ammunition with split cases, improperly seated bullets & primers, over-length cases which failed to chamber when the pistol cycled, etc ... Stick around ranges long enough and you'll probably either personally encounter, or at least hear about, cases with no primer pockets, no primers, backwards seated primers, or no flashholes in the primer pocket, no powder ... to mention a few problems.
I've also seen service ammunition which failed to fire, but which also appeared to have been exposed to excessive amounts of penetrating lubricants and solvents.
I've also seen semiauto pistols which had been improperly cleaned, "enough" times, so that the firing pin was trapped within a mass of sludge & debris, and was unable either reach the firing pin, or else lacked sufficient force to detonate the primer if it did reach it.
As owners we can take all necessary steps to visually inspect and check all new factory ammunition for apparent, potential problems ... and reloaders can take additional precautions ... and then take care to properly store and "use" the ammunition so that it's not adversely affected ... AND THEN, we can take the proper steps to clean, lubricate, store and use the firearms so they function properly.
Look at how many people fail to properly maintain their vehicles in good condition, until finally problems occur ...
We can only do what we can do ... but that's often a good deal of a lot, if done properly.
On the other hand, even if you take the best care possible, and use the best quality ammunition, which visually appears to be in fine condition ... how can you tell if the primer is going to work?
Like the man said, that's why we focus during training ... or should, anyway ... on what to do when malfunctions occur. Going into "brain-lock", and "freezing" at the wrong time, can be a BAD thing. Mr Murphy isn't known for his frequent warnings ... although he just apparently was nice enough to allow you a heads-up, wasn't he? Just something to think about, maybe?
Your 686 is a fine defensive weapon. I carried one on & off duty for several years. So is the SIG.
A "BAD" round of ammunition can happen with anyone's ammunition, though, as we've already heard discussed ... and a "bad" round doesn't care whether it's loaded into a semiauto pistol or a revolver.
Perhaps a little firearms maintenance and skills training review is in order? I certainly ask myself that same question any time I encounter a "new" circumstance which could adversely affect my ability to use one of my weapons for actual defensive purposes. Is there something I could've doen which might've prevented the possibility of the problem that occurred, or, at least, quickly & safely addressed & resolved the problem if it had occurred somewhere other than at the range?
Stay safe, live well, and practice as if your life depended on it.