Never heard of it with a modern, smokeless load, but for those who don't dabble in Black Powder, it is most definately a problem.
Black powder round ball loads have a material (usually cotton) lubed patch that goes around the ball, and obviously comes out smoldering if not actually burning.
It's not unusual to see a smoldering patch on the firing line at the Club. Also, Black powder cartridge loads generally have a wad in the load somewhere, as do Black powder Shotgun loads.
So I would assume at some stage a fire would have been lit.
