I don't think this plot element is explained very well, but I think we can "guess" what the point was, based on where it came from and who provided it.
(Note: It's almost impossible to discuss this bit without spoilers, so stop reading now or else...)
The idea of that incident in the desert is that Lex Luthor is trying to set up Superman as a bad guy. The "private security" team that's supposed to be guarding the tribal lord were actually plants. They were specifically told to turn on the locals as soon as it looked like Superman was going to show up. Later, we see witnesses from the area describing the scene as hearing Superman flying in, and by the time they got to the compound, everyone was dead.
Note that no one else knew how many people were supposed to be there or realized that a whole security team was missing.
In order for this plan to work, though, it can't be obvious that the victims were shot. There's no reason for Superman to shoot anyone. So, the most reasonable explanation here is that the special ammunition was something that would do two things:
- Cause wounds that look different from traditional gunshot wounds -- wounds that could potentially be mistaken for heat vision or super punches or whatever.
- Would not leave traces in the body.
Note that neither of those things is too far fetch: certain kinds of bullets are known to effectively "disintegrate" inside the body, causing a lot of internal damage. Presumably these bullets were just designed to build on that theory.
The bullet that hit Lois' notebook didn't hit a person, didn't impact any bone or heavy tissue, didn't bounce around inside the body, etc. It was fired into a stack of paper sitting on top of a pile of sand that dispersed it's kinetic energy much differently than a body would. So it didn't fragment and disintegrate as intended -- that's how Lois was able to find it later.
To be clear, I'm not claiming it is actually possible to build such a bullet -- it might be, it might not, I'm not an ammo expert. But I'm pretty confident that this was what Snyder was trying to get across in the movie.