Possibly, but not probably, IMO. LHO had to take the ammo out of the box and insert the bullets into the gun which surely would have left at least 1 print on 1 of the shells.
That's a probability argument. Touching a small area like the trigger or a shell probably would leave a smudged print, if any. The finger leaving off the trigger would "wipe" any print there, as would pushing a shell forward between fingers into a revolver. There's also the factor that fingers don't constantly and consistently cast off prints anyway. Sometimes the fingers are dry due to touching something absorbent or purposely wiping or washing them.
Police seldom see latent fingerprints on a spent shell due to heat vaporizing the oils. We went over on the Forum a while ago the new technique that would be able to detect "micro-etched fingerprints", prints that aren't visible but have left a thin residual mark due to heat. But some studies intentionally placed strong fingerprints on the hulls before firing, which improved the detection results. Still on the off-chance there might be some prints on the hulls in the JFK case, then they'll hopefully be tested when the science is truly ready.
The problem here is that there is no way to link hulls with the slugs.
I also don't get why there were no prints on the handgun. Shouldn't LHO's lack of prints in the SN on the MC and the handgun give you pause?
Some materials resist printing. I think the rifle's wood stock was like that, in that it was absorbent. The triggerguard housing was smooth metal, almost perfect for a print to be deposited. Without getting into the arguments for-and-against, some believe Oswald's prints were photographed on the housing.
Legally, isn't that too few prints to implicate the shooter and doesn't it make LHO the patsy instead?
Fingerprint evidence is always highlighted on TV shows but real-life court cases usually don't have much, if any, in the way of fingerprint evidence. Often the weapon is wiped down or the prints are smudged or the surface of the weapon isn't receptive to prints. Or the killer wore gloves. The Golden State Killer apparently left no prints, only one trace of DNA.