It's true. "Stacked" primers are dangerous. Primers are THE most dangerous component in reloading. Handling primers one at a time is the safest way to do it. For some of us, it's a way to introduce error too. Contamination is one of the biggest concerns. Automating the primer loading and seating steps helps there. We look for ways to not have to "handle" them. That way they stay clean. You'll find yourself looking for that ideal mix of safety and speed.
That warning, though technically true, is a "liability" statement. Like the warning on a bag of packing peanuts: "Not For Human Consumption!" No kidding. If you eat it, don't blame us!
If you follow the directions and cautions given by the reloading press mfr, you'll be okay. Reloaders have been safely handling primers for many years. Just don't get careless.
Welcome to reloading. You are on the right track reading the small print already ...
. Congrats on the Dillon SDB. You'll be happy with it.