If it was part of his cunning plan it was pretty pointless really. Everyone was dead so why bother to say he loaded the gun? There was no reason to mention any gun being left out loaded. Guns were always left out round the farmhouse, it's the way farmers lived in those days.
Jb did have a reason for mentioning the gun being left out. It was to support his story of implicating Sheila in the murders.
The JB story;
Heard rabbits.
Loaded magazine to full (even though he could have only possibly shot one with silencer off)
Shot non (implication magazine was still full)
Left out rifle with magazine (implication - it was easy for Sheila to access).
Sheila picked up said rifle and shot them all.
Another made up JB story;
My father called me to say etc....
Nevill found in kitchen (implication - fits in with father calling JB story)
phone found off the hook (implication - fits in with father calling JB story)
Nevill allegedly says please come over etc (implication Sheila did it)