> Wouldn't that kickback/recoil happen right after the bullet 
> exits the muzzle? IMHO, it shouldn't make _any_ difference 
> to the bullet speed.

According to

http://www.bsharp.org/physics/stuff/recoil.html

Secondary Recoil

There are actually two distinct recoils from a gun:

the first, primary recoil, which I've described above, conserves
momentum of the gun-bullet system.  However, a larger secondary
recoil comes slightly later, when the bullet leaves the muzzle: then
the hot expanding gas behind the bullet shoots out of the muzzle,
and the muzzle recoils further like a rocket.  This is, again,
conservation of momentum, but in this case is is the gas momentum
out of the barrel that makes the secondary recoil.  Gun manufacturers
make baffles that reduce the flow of gas out of the muzzle to reduce
secondary recoil. Primary recoil cannot be reduced, since it is
simply associated with the forward momentum of the bullet

A Myth Busted

http://www.abc.net.au/science/k2/moments/s1422497.htm

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