The issue is more one of economy. If you're making a work of fiction, everything you're creating probably has some kind of purpose. If it doesn't, why would it be there? That's the principle behind
"Chekhov's Gun".
So while a lot of fan theories and character return wishlists aren't really that necessary (Aikuro, the Academy, and even Maiko all fulfill their role), the magic bullet is literally a gun that is loaded in act 1 and then never fired. If it wasn't going to be used, there was no reason to show it.