All LEE priming equipment and presses has the same safety warning in relation to Federal primers. On their progressive presses like the Loadmaster, you can actually buy a factory "blast shield" in case a primer accidentally explodes on the press.
Basically it's because Federal primers apparently have softer cups, as compared to CCI, Remington etc.
I won't advise you either way, but based on my own personal experience, I only used Federal primers for over 30 years on almost all brands of presses and hand priming equipment ( including Lee) without incident.
These days, I use a LEE Auto Bench Primer for almost all my priming with Federal primers, and never had a problem.
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