I get so tired of folks telling others to set FL dies by feel. It seems like there is a magnetic attraction to this idea.
In an ideal situation where there is a proper relation between the size of the chamber the die and the brass it may work (after a fashion), but often this (proper size matching) is not the case, and when it is not, you need the tools to measure what is happening. One of the tools that is needed is a way to accurately measure from the face of the shoulder to the head. Hornady bought out the Stoney Point tool that is excellent for this. Another tool that is used is a short piece of barrel with the front of the chamber reamed into it.
One more thing, it surely does matter how much you bump the shoulder back, even if they are all the same.
Basically, if you cannot get satisfactory bolt closure with less than .002 shoulder bump (as compared with a tight case) you need a different die, or in the case of belted magnums shot at high pressures a two die sizing process as mentioned above. Understandably, folks don't want to hear this. What they want to hear is that they can adjust their way out of the problem, which, more often than not, is not the case.
If, after you carefully measure fired and sized brass, with the correct tools, your shoulders are not being touched with the die screwed all the way down against the shell holder, you may be able to modify the shell holder so that the die can be screw down farther. I would caution you that if the fit problem is not at the shoulder and you take this approach without proper measurement, you could size your way into some ruined cases, and a separation.
BTW the explanation of how the case can actually get longer at the shoulder when the die is not far enough down to reach it is spot on, as is pretty much all of the other advice that you have received here.
As an aside, there is no SAAMI spec. for the head to shoulder measurement of a belted magnum. Headspace is from the bolt face to the front of the belt portion of the chamber. Because of this brass and ammunition manufacturers are forced to make their cases short enough at the shoulder to work in the shortest possible chamber (not headspace but to the shoulder). I have found that on the belted cases that I have measured, comparing new to once fired brass, shoulders are blown forward about .021", and that with factory chambers and dies, setting dies down to touch the shell holder may bump the shoulder back too far.
For years I have heard hunter/reloaders say that they got just a few firings from their belted cases, and that this was because of the high pressure in these calibers. Of course it was because they were turning their dies down against the shell holder and the repeated excessive bump and blowout was the real culprit. Even back then (pre Stoney Point tool) Wilson made an adjustable gage for the belted magnums. As far as I know they still do, but for my money the Stoney Point is more versatile, covering most calibers, and easier to use.