I hardly ever use patched round balls any more, but when I do there is never a wad between the patched ball and the powder.

As mentioned, in cap and ball revolvers there is the very real hazard of multiple discharges where the round being fired ignites one or more of the other charges in the cylinder. There is an over powder waxed wad and it seems a second wad over the bullet is recommended too.

I just did a web search that brought up a website stating that waxed felt wads over the powder and under a patched ball reduced group size (yes they were selling the wads too) and you may have heard someone parroting that, to my knowledge the backpowder target shooters don't use them for whatever that is worth.

In regards to revolvers, my Dad taught me to use crisco over the top of the bullets to prevent chain discharges and also to keep the powder residue soft. Messy for certain, and I am certain there are better ways to do it but hey, it's how Dad taught me and since he isn't around any more to say anything different I suspect I'll keep doing it that way for a while more.