It is very rare that someone uses a safety on the skeet field unless you have an auto safety.
You can close the gun, load and then pull the handle back and close it to load the shell in the mag but it is a pain.
What you are doing is safe but it does seem strange to a sxs guy. Just make sure you point it in the right direction as I am sure you already do.
I love my 20 gauge. It has proven to be reliable, trouble free and real soft on the shoulder. It handles surprisingly well and I take it hunting when I'm afraid I might mess up my doubles. I use the inexpensive 1 oz. Remingtons and it is lethal.
Enjoy it,
Milt
