Several points:
It is normal for primers to back out. They fire more rapidly than the pressure can escape through the vent (flash hole), so they back up like little pistons as the gases work to escape through the vent. The pressure of the powder firing then pushes the case head back over them to reseat them. Garand's first rifle design had its whole semi-automatic mechanism activated by primer back-out. He had to abandon it when the military decided (1924?) to start crimping primers in. That was done because some full-auto mechanisms would encourage primer pockets to get loose, resulting in loose primers falling into the mechanisms and jamming them.
Seating primers too deeply is better than too high. A primer that is not solidly seated will fire less reliably as the firing pin energy is then partly consumed by completing seating and setting the bridge. Almost worse, they can introduce ignition delays of several milliseconds. Too short for the shooter to notice by feel, but long enough to have the same effect as long lock time; small disturbance due to operating the trigger get more time to move the muzzle off target.
Most benchrest shooters use a primer pocket depth uniforming cutter to make all their primers equally deep in the pocket. This improves ignition uniformity.
Setting the bridge is important. This is also called reconsolidation of the primer (though why "reconsolidation" instead of just "consolidation", I don't know). Primers achieve optimum reliability when the thickness of priming mix between the bottom of the cup and the tip of the anvil is the right. For most primers this means seating until you feel the feet of the anvil touch the bottom of the primer pocket, then compressing an additional 0.002"-0.006" deeper (Olin and Remington recommendation for military small rifle primers) into the pocket to set the bridge. Federal recommends seating an additional 0.002" after anvil contact for small rifle primers and an additional 0.003" for large rifle primers. I infer from Olin's and Remington's data that these are actually minimums. Some primers have the anvils sticking out as much as .006" higher than the depth of a shallow primer pocket. This is another reason primer pocket depth uniforming is used. It achieves a recessed primer to avoid slamfires in floating firing pin gas guns and to keep feeding free of high primer can interference.
Alan Jones pointed out that brittle priming mixes are not currently made, so the priming mix can withstand a good deal of compression and the threat of cracking it isn't really an issue anymore. The priming tool built into the Forster Co-ax press forces primers 0.004" to 0.005" below flush with the case head regardless off primer pocket depth, and it makes very reliable ammo, so Jones has to be right about that.
As some evidence that the above is true, Dan Hackett, author of the chapter on Working Up An Accurate Load at the end of the Precision Shooting Reloading Guide¹ says the following:
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There is some debate about how deeply primers should be seated. I don't pretend to have all the answers about this, but I have experimented with seating primers to different depths and seeing what happens on the chronograph and target paper, and so far I've obtained my best results seating them hard, pushing then in past the point where the anvil can be felt hitting the bottom of the pocket. Doing this, I can almost always get velocity standard deviation of less than 10 feet per second, even with magnum cartridges and long-bodied standards on the '06 case, and I haven't been able to accomplish that seating primers to lesser depths.
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¹
Precision Shooting Reloading Guide, Precision Shooting, Inc., 1995, p.271.