They're pretty much the same as any other Small Rifle (Edit) Magnum primers with a thicker/harder cup. Some people say that it's good insurance against accidental discharge when slamming the slide foward on a loaded chamber. (You can see a very light dent in the primer if you try this with an AR.)
Some others say that the only reason people see accidental discharge in this case is because the primers were seated too high.
One other difference with the No. 41 is that it's a tiny bit bigger than other brands and some people have reported experiencing extra efforts trying to seat the primers.
Regardless, I've used a thousand No. 41 primers this year and I'm seeing no issues. They seat fine into LC brass swaged with a Dillon Super Swager, and I'm using a Dillon 500B to seat the primers.
I've also heard that Remington 7 1/2 BRSR also has a harder cup than normal w/o any extra seating effort. I've also used them in the past with good results.