Golf ball dimples generate lift from spin. Golf balls travel with spin, specifically underspin (a ball moving from right to left will be spinning clockwise). The dimples increase air pressure below the ball and decrease air pressure above the ball, creating lift.
Black powder guns are rifled (usually) so the projectiles spin, but it is a spin around an axis that is the same as the projectile's direction of travel, like a football. Dimples on such a "ball" would not create lift in the same way as a dimpled golf ball has lift. It might create some other force, especially if fired in a cross-wind, and I'd guess that force is likely to be undesirable.
http://www.leaderboard.com/WHYDIMPS.htm