I believe the reasoning regarding +P brass is relevent to it's intended action type, that being AL, or fully chambered cartridges such as 38 spcl.. Since AL actions are not typically fully supported, +P and +P+ pressures can present a problem with buldging or even blowing out, where as revolver chamberings are less likely to gain much from a heavier casing. Although as RC stated, some of the older +P 38 spcl. brass is deffinitely heavier/thicker most commonly in the web region. Modern day versions of +P are pretty much targeted in AL brass, 45 acp, 40 S&W, 10mm, and 9mm I would think. But taking steps to determine it's internal capacity is the only sensible approach, in my opinion.
As to reloading brass that is stamped +P or +P+, I personally like to determine it's internal capacity to avoid unexpected pressure spikes, or any other undesireable effects. I believe it's always prudent to address reloading with such safety measures, it's not a hobby to be taken lightly. I'm rather partial to my 10 full digits and pair of eyes.
GS