When people buy .22 WMR they seem to be willing to pay for premium ammo, and most .22 WMR ammo appears to be higher quality than some of the .22 LR bulk pack.
I have had no misfires in my two .22 WMR rifles. I have recovered discarded misfired rounds at the range, cleaned them and successfully fired them (out of curiosity). I do try to make sure that the firing pins on my guns don't get gunked up and are free moving.