As a proof, I have uploaded both scenarios in one video: Warhammer 40000 Darktide - Boltgun reload bug - YouTube
As you can see, in the first case, I’m switching to meleeimmediately after magazine is emptied. Upon switching to melee weapon and back again, handle is pulled on empty magazine before putting a new magazine.
In the second case, I’m switching to melee with approx 300 ms delay after emptying magazine. As you can see, character does not pull the handle on empty magazine in this case, so the first animation from previous sequence is skipped.
This inconsistency in boltgun behavior suggests that this is a bug.