Sure, you can. A hair, a fingerprint on the gun or the casings. Things are happening fast and mistakes can occur. If the shooter is apprehended, unless he had the time to dispose the gloves the residue will finger him as the one firing the weapon. Might as well do it right.
You can bet the gun is loaded from a box of clean ammo by someone wearing nitrile gloves. The shooter is gloved at all times and takes the gun out of a plastic baggie after gloves are on. And the good thing about pros is they tend to only kill the target.