Your concern about dry-firing them applies to most rimfire firearms; it's not specific to the Puma. Most rimfire guns depend on the case rim to block the pin from directly striking the edge of the chamber. If the case isn't there, the pin hits the chamber edge. If it happens often enough, one or both of two possible things can happen: the chamber edge develops a dent, which can result in less firm backing for the case rim, and can lead to misfires, or the end of the firing pin can flatten (peen), resulting in a broader surface of it hitting the case, also causing misfires.
I'm not familiar with the Puma line itself. For the price, the Heritage Rough Rider line is more well-known. More HRR owners seem pleased with their guns than displeased, but the number of displeased owners is high enough to remind us of the gun's low price point. I'd expect most any revolver selling for that to come from a factory that may miss a defect or flaw now and then.
Incidentally, I own two of the HRR revolvers, both with swap-in .22WMR cylinders. Admittedly, I haven't fired the 3.5-inch "birdshead" one yet, as I only got it a week or so ago, but I love handling and shooting the 4.75-inch one I got a few years back. I think it even feels slicker in the hand than my Ruger NM Single-Six, but I haven't fired that one yet, either.)
If I knew the Puma to be comparable with the HRR (and I didn't already have two HRR guns), I'd have no problem getting one to try out.