Revolvers aside, the only time I've used a 'wad' between a black powder charge and a projectile is when I have been shooting reduced loads in a BP metallic cartridge rifle. This is done to eliminate a potentially lethal air space between the powder and the bullet.

When shooting patched round ball I have always seated the patched projectile directly against the charge. I have never found a good reason to do otherwise.

If you're shooting flat-based conical projectiles, you could place something like a card disk made from a milk carton between the projectile and powder charge if you wanted to protect the base of the bullet from gas cutting or you wanted to reduce the potential for contamination of the powder charge from bullet lube.