In their newest ads I saw a mention of an "improved" priming tool safe for use w/ all brands of primers. Not sure what they did, and I only found the one reference to it, but it was there. My just-purchased Auto-prime came with the warning though.
The only reason for the warning in any even though, is that all the primers are kept in that holding tray. Federal and Remington primers were found to be a bit more volatile, so if one of those detonated, all of them in the tray would detonate. CCI and Winchester generally wouldn't do this, and only the one primer would go off. There's no issue with either being anymore likely to go off, just that it would be a lot worse if one of them went off and the whole thing blew up in your hand. I've use them before and had no trouble (if you've never had a primer go off on you then there will be no trouble). If you're really worried about it, just load the Federal primers into the tray one at a time. Slow as molasses but it gets the job done if it's your only priming tool, and if it happens to go off there are no others there to go off with it.