When putting bullets in a gun does it not leave a fingerprint on the casing? If so why do criminals where gloves before loading their gun?

They are small cylinders, so without gloves lots of half prints will be left. Fingerprints are so similar that that is unlikely to be usable to find the loader without a ton of effort. It is very useful to tie a suspect to the weapon after they have been found through other means, however.

A smart criminal should always wear gloves when interacting with anything that may be collected as evidence.

The very smart criminals don't leave cartridges behind.

(Not saying that very smart criminals actually exist)

They're called billionaires.
I'm sure very smart criminals do exist. The reason you never hear about them, is because they're actually good and not getting caught. Hell, if you do the crime well enough, nobody will even know a crime took place. If you murdered a person with no friends and no family or anyone else who might miss them, and the body is never found... Nobody would even investigate because nothing would appear to have happened.
But what if you write on them to make a point?
I find it hilarious when people insult others' intelligence in a stupid way.

Do we know whether criminals do/don't wear gloves when loading?

What are the stats on casing fingerprints tying someone to a crime? Are they really that useful or are they a secondary piece of evidence (I genuinely don't know)?

Also, "criminals" is a large bucket. Are we talking about the average gang member out shooting his rivals probably with a stolen gun that may have been loaded by someone else, then ditched afterwards, or sold? (IIRC, gang shootings comprise something like 85%+ of all shootings).

Plus fingerprints don't lead you to a suspect, unless they've committed a crime before.

To build on this - casings and bullets are more likely to be useful because the marks left on them by the lands/grooves (for the bullet) or the chamber, extractor, and bolt face (for the casing) are likely to be consistent with the criminal's firearm. However, this assumes that the criminal is caught first, and the gun they used was both recovered, and can be linked to them. (either circumstantially or by forensic evidence).

I suspect that, if you replaced the barrel and extractor immediately after committing a murder, it would be very difficult to link the firearm to the murder, particularly if it was an exceptionally common firearm. Although you'd want to buy the parts with cash, so that the purchase couldn't be linked to you...
- Firing pin too, to be safe

You sort of press hard and squeeze the bullet into the magazine. I’d be surprised if that alone doesn’t smear any print. You’d wear gloves to prevent pinches or calluses and might already be wearing gloves to help with the vibration effect of shooting.