Doesn't matter how the grease gets in there as long as it's good stuff. I have a crappy parts-store one that barely works but still gets the job done so I'm not buying a new one anytime soon lol.
I have had a lot of trouble with cheap grease guns over the years. Then I stumbled across this as a no cost add-on to a Snap On Counselor II. The tail pipe stand in the pic with the grease pot was also added to the deal, but I gave that to a friend who has a couple of lifts. This all cost me $250 a couple of years ago.