I too, have found quite a number of original muzzle loaders that were loaded. These being either guns I bought, or guns I worked on for someone else. When I first became associated with the county historical society here, I discovered a New England style underhammer buggy rifle, hanging on the museum wall, that was not only loaded but capped!
I used to visit with an old gentleman, now deceased, who had been an antique dealer in this area back before WWII, when nothing was worth anything....at least compared to the world as we now know it. He told me that he had bought and sold over 300 muzzle-loaders back then, for between $3 and $5 each. He told how he had cleaned out the attic of a pre-Civil War house in exchange for the contents. When he thought he was all done, the elderly lady who owned it told him there were three old guns down inside an inside wall...."get them out of there". He had to lay on the attic floor and reach an arm down inside the wall to retrieve them. Two were longrifles, and he was able to reach them and pull them up with no problem. The third was a percussion double shotgun, shorter than the other two. He could just touch the muzzles, and managed to work two fingers into them and pull the shotgun up. When he got it out, he realized that it was loaded, capped....and cocked!