I own 2 presses, a Lee and a Dillon 650. The Dillon primer system is extremely well engineered compared to the Lee. (Not knocking the Lee, just pointing out a fact.
I shoot a lot of PPC and in my revolver loads I will only use Federal primers (typical of most PPC shooters). This is because Federal primers are softer and EASIER to detonate than any other brand I've tried. This allows us to use a much lighter trigger.
And, having said all that, It was in my Dillon that I strong armed the lever a little too abruptly, on what I believe was a crooked primer. When it detonated, I was extremely proud of my bladder and bowel control to say the least!
I've used never used Federal in my Lee, I'll give them the benefit of the doubt on their warning.