I have experienced it. Although with "quality" ammo it is rare. But it does happen. Expect it, and deal with it. It is much more common with the "budget" ammo.
The method of priming the rimfire case is that the primer compound, as a liquid, is dropped into the case, and the case is spun, to distribute it around the rim. This works rather well, but once in a while, there are spots in the rim where the primer compound does not get into, or get enough into. And, when things line up just right that spot is under the firing pin. So, you get a misfire.
It is exceedingly rare for a misfired round to not fire when replaced in the chamber so that a different part of the rim is under the firing pin.
Considering that the .22LR is the most produced and used round on the planet, overall, quality control is pretty good.
I read back in the 70s, that the US consumed a billion rounds of .22LR per year. Add up all the misfires all of us have experienced over the years, and then add in all that we have ever heard of, and a generous figure for all those that we never hear of, and it is still an insignificant number compared to the amount of rounds fired.
Of course, when it happens to you, it's not insignificant, now is it?
Sometimes, the "failure" of the rounds is not the fault of the ammo, but rather the gun. And, it can happen with "quality" guns as well as "bargin" ones. I once saw a friend's S&W Model 41 (generally considered a "quality" arm) suffer repeated misfires with some CCI Blazer ammo. That same ammo, including all the rounds that failed to fire in the S&W fired through a Ruger Mk I, and a Browning Challenger without any failures of any kind. Match ammo and some other brands on hand all fired through the S&W just fine that day. Neither the gun, nor the ammo was at fault, exactly. Rather the combination of the two was just enough to give trouble.
Some combinations of gun and ammo simply do not work well. With the .22LR this is more pronounced than with centerfire cartridges.