I have had similar experiences. Don't know why for sure. I mostly use Federal primers and a few Remington BR's in my smaller calibers.
I was loading for a .338 Win Mag that I had and experimented with some CCI primers. With the CCI 250 primers versus the Federal 215's, the CCI's shot close to 2 1/2 inches lower at 100 yards. I also got less velocity through the chronograph. Don't know if the CCI's aren't quite as hot or what.