The filler is not supposed to be consumed by burning within the chamber, although you may well find smoking wads lying a few yards downrange!
It is intended to prevent irregular combustion caused by the powder lying on the bottom of the case. This can result in the force of the primer ignition driving the bullet into the throat before the powder has been properly ignited. A few microseconds later the powder ignites into what is now a plugged barrel. The results could be very nasty.
When I got my Longe-Range Sharps (with nitro-proof as well as BP-proof, please note) I also bought a pack of commercial 45-70 nitro-loaded ammo to give it a quick test. All went well until one shot sounded like a squib. After due delay I opened the block and found the case sitting there with the powder unburnt - and the bullet firmly plugging the throat.
If I had not noticed the squib effect, then the bullet was far enough into the throat that it would have been possible to load another round and fire it, and that would probably have been catastrophic. I stopped shooting, went back home and waited for the 45-70 reloading gear, and never fired nitro-loaded ammo in that rifle again.
Patrick