The difference in wall thickness of some cases can be a safety issue. In particular, Remington has been making some thin case walls, lately. There may be other brands as well.
If the case walls are too thin, some sizer dies will not make the inside of the case mouth tight enough to grip the bullet properly. (The expander plug on the next die ends-up doing nothing but flaring the case mouth.)
The potential problem is bullet set-back during feeding in an auto-loader. If the bullet gets pushed into the case when it hits the feed ramp, the decrease in powder space can jump pressures a LOT when it is fired.
So, it is important to make sure that the bullets do not push into your cases when you push their noses against the bench after you load the cartridges. I check that on each cartridge at the same time that I check that it fits my barrel or gauge.