I was thinking the same thing. Alexis is going to assume she's responsible but we don't even know if there was a bullet in her gun. Blake is going to feel responsible because he'll assume it was his henchman who shot Mark. After all the finger pointing it will be revealed that it was the Flores family who wanted to keep Cristal and Mark apart.
I went back and rewatched the scene. Although a few bullets fell, she did load (at least) one into the gun.