You know, I've never worried about him using the bullet, but I have always wondered why he didn't at least unload it before handing it to Jake. Like you, I'm thinking the only logical explanation is that it needed a bullet it in to work as a key. Doesn't really make sense, but nothing else does either.
Well it makes for better TV to have the one bullet left - so that's why the writers did it. But for the story - maybe the Winchesters were wrong in thinking that they could only use the original bullets. After all, Ruby was able to fix the gun/make bullets that could kill demons.
Crowley gave them a bunch of bullets to go with the gun. So maybe Azazel knew other bullets would work so it wasn't important for him to get rid of the one bullet. Or maybe Azazel didn't want to waste the bullet in case he needed to kill a powerful enemy himself.(Not all the demons were behind his plan.).
I cant really gove you an answer,but what I can give you is a way to a solution, that is you have to find the anglde that you relate to or peaks your interest. A good paper is one that people get drawn into because it reaches them ln some way.As for me WW11 to me, I think of the holocaust and the effect it had on the survivors, their families and those who stood by and did nothing until it was too late.