I found this on Ruger FAQ> Why does Ruger ship a fired cartridge case with every pistol and revolver?
Certain states require that all newly manufactured pistols and revolvers be accompanied by a cartridge case that has been test fired from that gun at the factory. The case must be placed in a sealed container bearing certain information concerning this test cartridge. At the time of retail sale in those jurisdictions with the requirement, firearms dealers must forward the test cartridge to a designated destination such as their State Police Laboratory. As independent Ruger Distributors have nationwide markets without territorial restrictions, we have decided to include a fired cartridge case with all new Ruger pistols and revolvers to minimize the possibility of inadvertent non-compliance with these laws. Retail customers located in states that do not require a fired cartridge case may be assured that the fired cartridge case they receive with the firearm at the time of retail purchase is proof that your new Ruger firearm has undergone our normal test firing procedures
My FFL didn't keep mine so I guess it's not required in Texas. If you get one it's not required or your FFL forgot to get it.