nope. Googled using mag primers in 9mm and the consensus is 90% good to go. There are some key issues such as possible bolt face erosion but sounds like many guys have never experienced this while only 1-2 have for certain.
Im using a plated bullet and all I have right now is w231 and unique. I want to be sure the mag primer, bullet weight and powder characteristics are compatible. Not sure of myself yet.