In 40 some years of shooting , hunting, handloading for almost everything I shoot, I've had exactly one primer failure. It was a CCI 250 primer in a 270 Win load.
It was a warm day and I'd taken good care in loading these rounds.
I lined up on a whitetail doe and squeezed off. Nothing but a click.
I was able to chamber a fresh round and kill the doe.
Why did that primer fail? No good reason except once in a while a bad primer just happens.

It's extremely rare but it happens.