In brief, you put 'em where you can get to 'em quickly. Reloads are usually kept in your saddlebags (after all, you use your horse as cover when you're out on the plains) or loose in your pocket. Besides, LH, you ever try to reload a "gate loader" quickly? You have to put the hammer to half-cock (or what we in The West call the "Shane Position"), open the little door, put in a cartridge, rotate the cylinder one notch, put in another cartridge, and so on. Sure, you could use a top-break Schofield like Jesse James did, but until about 1890 when the wooden "speed loaders" started coming along you'd still have to load each cartridge one at a time.

Of course, this was still a big improvement over cap-and-ball revolvers...when you see those loaded you wonder how exactly The West Was Won.