It isn’t. And it isn’t typically production staff who do it. They send people to a class.
The risk with dummies is the bullet can separate from the casing, and get lodged in a cylinder or chamber. Loading a blank in behind it then creates a weak, but dangerous live round. A variation of this is what happened to Brandon Lee. Cheap dummies with active primers, caused the bullet from a dummy to lodge in the barrel, which was not checked properly.
This is a particular risk with self loading fire arms, any shot where a dummy is loaded into the chamber can potentially leave a bullet behind.
Lee’s death is the most famous thing to result from this sort of mistake. But those risks were known at the time, and many less high profile and less tragic accidents have happened. A lot of safety checks are involved with the use of dummies. Best practice is to only use them when it’s necessary, and will be clearly visible on camera.
Using them whenever possible for a sense of realism is bad juju.
They use them pretty frequently, but there’s plenty of shots where it’s likely that blanks are used. It’s not particularly practical to CG casings flying around, at least not all the time.
If you watch some clips it’s pretty clear that they use the CG where ever possible. And either obscure the lack of brass flying around, skip it, or toss it in where they can. I’m pretty sure one of the clips I just watched they literally had some one tossing casings in from off camera. It’s incredibly clever.
For color. A major reason it can be cheaper is regular prop staff can handle it, so you’re not paying for additional specialized staff. Fake guns is massively cheaper than either buying or renting real ones as well.
Thing is CG, at least good CG is not neccisarily cheaper than those things. That’s going to depend on how much and what circumstance.
To keep up with John Wick, I’m frequently impressed by how well they pull it off. And they are operating on really tight budgets. This is a thing where the costs and practicality are rapidly shifting towards the fake guns.