The brass is merely a vessel to contain the powder. it really offers no strength improvement in the big picture.
Now having said that, there is brass that will handle IN THE the higher pressure environment of these hot loads better then others. Cases like the 22Hornet, 25-20 and 32-20 are LO pressure calibers and their brass in thin and light. Where calibers like the 500 S&W, 454 Casull and about any magnum rifle is thicker and heavier. Again its NOT to contain or retain the higher pressures, its simply to survive longer working within them.
CW