Not normal to not cycle on any of the higher powered shell options. It sounds that those are. I have had issues before when using 7/8 oz loads in my Super Black Eagles. It would eject the empty, but not come back far enough to trigger the shell release so it would then close on an empty chamber. You didn't say which gun this was for, but it is more common for the 3.5" SBE's to have this issue than it is for the 2.75" - 3" guns. I'm guessing due to the enclosed top of the receiver and the stop ring on the barrel that it is likely a M2 or newer style M3.
That gun sure doesn't look new, or even one that has had 100 rounds through it, but pictures are hard to read sometimes. It is not uncommon for guns to need broken in a bit. You also might try using DRY lube on the rails for the bolt.