Dry firing happens more than people realise. Poked my head round a corner at the Mall and thank god the guy dry fired is all I can say....
A big part of it is that people dont realise that the basic ballistic charateristics of a 6mm BB does not equate to a 5.56mm or 7.62mm round from an assault rifle and that generally they miss quite badly. Couple that with most non military not having a clue how to shoot properly and you have a lot of people thinking they hit and don't. I also think that generally as people are so caught up in what they are shooting at/doing it takes them a few seconds for the brain to realise they have been hit, probably the adrenaline kicking in.
Case in point, I rushed a bloke with a P* at the Mall on Sunday (I mean really you take a P* to a tight CQB environment? Cockwomble), very first game very first life he couldnt believe he hadnt hit me as I came in the room, but I sure as hell would have felt it from that thing.