on some brands of cases, CCI's are difficult to get seated. I assume in that case the pockets are somewhat undersized and the cup on CCI's is hard. If you use Federal, they will most likely seat.
Downside is that you are more likely to get a slam fire with Federal. Had it happen to one of my friends when he released the bolt catch on a loose round, not stripped from the mag.
As noted, make sure the shell plate is snug. You'll get used to the feel of seating primers. On my 550, I can feel whether they're seating correctly.
Make sure the primer housing is centered correctly. Throw away the goofy tool they send. Loosen the two set screws on the primer housing, then stroke the handle all the way to center the plunger. Tighten the screws while the plunger is all the way up.