Hate to burst your bubble, but you can get a squib load, or any one of a number of possible malfunctions, from even premium brands of ammo. True, it probably happens more often where the qc on ammo is less rigid.
Back when we were testing 9mm pistols for the Army's XM-11 pistol program, they had a squib load go off in a Glock 19. Firer noticed something different about it, but was shooting rapid fire to test pistol durability, and pulled the trigger again before he realized there might be a problem. Result: The Mother of All Kabooms. Barrel shredded, slide bulged out on both sides, and the front of the polymer frame just disappeared. Firer would have probably lost some fingers if he hadn't been wearing heavy leather gloves.
This was with M-882 ball ammo. What apparently happened was, one round went off, and for some reason all the powder didn't burn -- just enough to send the bullet about 2/3 of the way down the barrel. It did cycle the action, bringing another round up behind it. Now, all the guns had been subjected to, and passed, the bullet-in-bore test, with no worse result than some bulged barrels. Ruined the guns, but no kabooms. What happened here was that the remainder of the powder charge followed the bullet into the barrel. When the second round was fired, the compression heat fired every grain of powder simultaneously, creating pressure somewhere around 100,000 PSI. This is NOT something you want to have happen to one of your weapons.
Glad 45R's friend noticed something wrong and immediately stopped shooting to check.