I'm not sure if this is by design or not (if it is by design, it's very lame). If I am carrying 2 guns (A and B), and they are both loaded, when I shoot gun A, and switch to gun B, then gun B needs to be reloaded even if it has not fired.
I haven't tested this with every combination, but if I'm carrying an infantry rifle and dragons breath blunderbuss, then it certainly occurs there.