At the same time, gun safety protocol dictates that you assume all guns are always loaded, even when it's unloaded. It's called trust but verify, so when you get handed a gun by someone, it's up to you to check to make sure that it's unloaded, even if someone says that it is.
When I was in the Marines, whenever we drew our rifles from the armory, the armorer on duty would open the action of the rifle and check to make sure there was no live round in the chamber before handing it to us. Once we got the rifle, we then checked the chamber ourselves to make doubly sure that we weren't handed a weapon with a round in the chamber. This is what Alec Baldwin should have done when handed the gun, but no, he just assumed that what he was told was correct and went from there. He can't even use the excuse that they were actually filming at that moment and the scene called for him to aim at the camera. He was practicing drawing the gun from the holster, which didn't require him to be pointing the weapon at the cameras and crew, another violation of basic firearms safety; never point a gun at anything you do not intend to destroy.