I suspect that the primer material is some kind of a composition that's made from lead styphnate.
The pure form is a crystal that looks like a brown powder so I suspect that what is used in primers isn't pure.
So maybe that's what creates some of the residue.
And different companies have slightly different primer formulas that make a difference in the type and amount of residue.
The primers are mass produced while the primer material is in a liquid state that acts as a carrier for the active ingredient. So some of the impurities are probably necessary to make mass production possible.

http://en.wikipedia.org/wiki/Lead_styphnate

http://www.powerlabs.org/chemlabs/lead_styphnate.htm

14 second video:

http://www.youtube.com/watch?v=IGnTJqh55H0