I've used Lee Loaders quite a bit, and had a primer go off in my first one, for the 7.62 Russian, when I was 13. Made a nice noise but didn't even drive the priming rod back out of the tool. No doubt it would have, but the hammer I used kept the rod inside the tool.
Haven't had one go off since, even when decapping cases with live primers. Takes a pretty good whack to make them go bang.
I tend to agree with John Woods (Aussie Gun Writer): Drinking beer is a better use of time.