The original DWM 9mm barrel has a stepped chamber that is designed to work with the relatively soft brass case cartridge. The steel Tula cases bind in the chamber which causes retarded extraction. Obviously there is enough energy left to cycle the next round from the magazine but not enough to cause the toggle train/breechblock to fully retract, so the holdopen does not catch after the last round. The steel cases are made for more modern chambers that lack the step. The steel cases are being forced past the step so either the step is already worn somewhat or you will eventually wear it down. Bottom line, don't shoot steel cases in original WWI Lugers.
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If it's made after 1918...it's a reproduction
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