The idea is that the case and any associated residue would be blown out the barrel along with the bullet. One way of making caseless ammunition is to make the propellant itself sturdy enough to form around the bullet and be chambered without any additional structure surrounding it. When the propellant burns it would take everything with it.
As an aside one of the big challenges for caseless ammunition is excessive heat buildup. Heat from the combustion of the propellant would flow into the walls of the chamber and at higher rates of fire be difficult to extract effectively, leading to the chamber becoming hot enough to lose integrity or even ignite rounds that haven’t been intentionally fired. A normal gun with cased ammunition can avoid this because most of the heat first goes into the material of the case which is very quickly ejected from the gun.
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