Actually, H&R/NEF used the transfer bar, but they are no longer made. CVA and others use what is called a rebounding hammer, not a transfer bar. It serves the same purpose, where the trigger needs to be pulled for the hammer to contact the firing pin.
But you missed the point, it's still a live primer, and I wouldn't ever load on a live primer, no matter what. Even if the barrel wasn't on the receiver. Even though I know the chances of the primer firing are next to impossible. And I agree with you, it is excess caution, and a risk I'm not willing to take.
If you are target shooting at the range, it only takes the time to unscrew the dummy D.I. module before the first shot after loading, and screw in a live primer module. After the first shot, load on the fired module, unscrew the fired module, then screw in the live primer module. After the first shot, it doesn't take any longer to load, than it does for you to install a live primer module before loading each time. You are doing it after loading.
Safety First, Always!