Same thing has happened to me twice and I only have fired appx. 50 rounds through my SBE 2. Like you, the first time it happened I thought it was me. But this weekend, we had a single come in and I fired once. I put another shell in the magazine. The next time I pulled up to shoot, "click". I was like WTF?? I pulled the bolt back and there was no shell in the chamber. I looked on the floor to the blind and there was an unfired shell on the floor. Now I certaintly could have dropped a shell; but, that doesn't explain how the bolt was closed with no shell in the chamber. If I had fired with the magazine empty, the bolt would have remained opened after I had shot.
Everyone in my club shoots Benelli's and they have have had no problems. I'm the only one with an SBE 2 thought. I hope I don't have a lemon but right now, I've experienced a 4% failure rate.
O yea, I clean and lube with Breakfree CLP.