They said the same thing with their progressive press when I got it a long time ago...not to use Federal Primers...without the safety shield. With that plastic primer feeding system on the progressive they would jam up without warning and then... POP!!
The plastic survived but there were little bits of primer all over the place. I loaded thousands of rounds and after the third time it happened I got the Lee Auto Prime for better control. Never had any problems with it but haven't used federals in it and I always tilt it away from me with each seating of a primer.