I also have a H&R Ultra Slug Gun. It is very acurate, however it is heavy and does not lend it's self well as a stalking/pushing type gun (unless you like pain) If you hunt out of a stand as I do, then you will be very suprised how well this slug gun performs.
They do have a weak point in the ejector design in that it must be very clean and lubed well or it may not eject the spent shell. Also I have found that there is a LOT of metal shavings from the mill work that is in the ejector spring housing. I recommened that you take apart the ejector assy. (not hard to do) and clean all of the components as well as the housing before shooting. I even polished the ejector plunger a bit to make it as smooth as possible.
I don't know why they are not cleaned before being shipped but I don't think they are. Mine was loaded with shavings. I have heard of many having problems with shells not ejecting and it has been blamed on everything from bullet seating (in rifles) to shells expanding and getting wedged. All of the H&R's share the same type of ejector design and I am convinced that the dirt/shavings is the problem. I have two others (older shotguns) and they both were dirty.
Once I cleaned them good I never had another problem with shells ejecting, except for finding them

Them suckers fly a long way! If you address that area it will perform well and be a very trusty slug gun. You will not be sorry you bought one.
Sorry this was so long.