You're confusing the firing range for the movie set.
There are different rules, and in fact, there have been court cases saying that responsibility for the weapon being safe or not is completely on the armorer.
Baldwin was told "cold gun". That's how movie sets communicate a safe weapon. Full stop.
The great example is if an actor is supposed to throw acid on someone for a scene, do you expect the actor to check that it's actually water? Or do you expect the person who is paid to check it to make sure?
Baldwin followed industry procedure of accepting a weapon that was declared cold. It was handed to him by the Assistant Director, the person normally tasked with ensuring safety on set.