It's certainly possible that the lube on your bullets is creating the mess. I've shot tens of thousands of lead bullets in DWs, and haven't had the problem, but I haven't experienced every bullet lube out there either!
Yes, the longitudinal bearing surfaces on the DW and the Ruger are different. Like Colt, DW uses an external bearing - the face of the cylinder collar rides on the crane (or 'yoke'.) The Ruger is like a S&W - the bearing surface is the face of the yoke, and is inside the cylinder.
If it is lube residue, oiling the bearing surface (after cleaning, of course) will help repel the stuff.