Absolutely right. And .17 HMR is the only cartridge I have ever had to do this with. Like many, I sold my HMR for this reason.
Nevertheless, I suspect most handloaders have at some point created this very situation by missing a powder charge. I came very close to making the OP's mistake myself two years ago... with a .308. When the rifle went "click" instead of bang, for some reason I thought I'd simply forgotten to eject the previous round, so I chambered another. Fortunately, something in my subconscious made me pause just long enough before touching the trigger for me to re-engage my brain and check. I'm not telling this story to pat myself on the back, only as a cautionary tale. It was a stupid mistake that could easily have resulted in a serious injury in the field and a wrecked rifle, instead of a short pause while I went back to the 4x4 for a cleaning rod and gave myself a good talking to.
Always, always, always check, indeed!