Any set back .005" or less for three cycles is not an issue.
Tried your test with just a few 9mm with WIN cases with 125JHPs.
Zero setback in a CZ.
Win is my preferred/favorite brass, so I don't have any FC or Blazer loaded up. I sort by headstamp.
I do have some Remington/ R&P commercial 115JHP SD rds, and they didn't set back either.
ONE reason I sort by headstamp: In my turret press, if I load 50 rds of WIN headstamp and "1" FC/ATK brass case was mixed in, the ATK case will seat .004-.005 DEEPER into the case with the set-up and pull I'm using for the WIN cases. If I load
ALL FC/Blazer/Speer, no problem with seating consistently.
I've tried to measure case wall thickness with my caliper, and they appear to be very close to the same as WIN. The 9mm "ATK" cases are simply "softer". When I sort headstamps I put FC, Blazer, Speer and *-* in the same containers. They all have the same "softer" reloading consistency for me. WIN, PPU and R&P all have the same characteristics of being "harder brass" in my press.
Back to the OP: something is wrong with the sizing.