First, I'll state for the record that I have extensive reloading experience with Hornady, Dillon, and Lee progressive presses. All of them have strong and weak points, and I'm not one to overlook faults in the name of brand loyalty!
Are you saying with the Hornady LNL you can't remove a case at any station?
Yes, you can remove a case at any station - easier, in fact, than the 550b. The Dillon uses little buttons to hold the cases in - you have to pull the buttton out, then pull the case, then replace the little button so that you don't lose it. On the AP, it's held in by a spring - just pull the case out.
Also the Dillon has removable tool heads so that once your dies are adjusted and locked, you remove the entire head to change calibers...dies don't have to be unscrewed and readjusted constantly.
The whole idea of the L-n-L system is that you DON'T unscrew dies to change them!
I'd like to make a strong case for auto indexing: it reduces the chance for human error in the reloading process. The chances of a squib or overcharge are higher on a non-indexing press; a slight lapse in attention can result in failing to advance the shellplate, or advancing it twice. Yes, many people have no problems with them - but many have. This is not predictive, you understand, but simply a cautionary note.
My major gripe with the Dillon is their powder measure; I could never get any of my six measures to meter Universal Clays correctly. (Yes, SIX - Dillon makes it a pain to swap and reset the powder measures, making it easier just to buy one for each caliber.) No powder measure is perfectly consistent with every powder over its entire range, but in my experience the Hornady is much better than the Dillon - easier to adjust, too.
Build quality and material choice are equivalent; neither has an advantage in this area, despite what the partisans will claim. Both brands are what I'd call middle-of-the-road in terms of manufacturing quality when compared to, say, a Star Universal.
Dillon is better at "hand holding" than Hornady is; if you're mechanically challenged, Dillon has a whole suport system to help you along. They do "reloading for dummies" better than anyone, and the other companies would do well to take a lesson. Their printed press instructions, for instance, are better than the other makers.
I like them both for different reasons, but today the majority of my ammo gets loaded on the Hornady. Of the presses I've used - Lee LoadMaster, Dillon 550 & 650, and L-n-L AP - the Hornady is my favorite. It isn't perfect, but nothing is!