You've talking about Lee's "O" ring system and you've got me there, it depends. Yeah, gripping Lee's rings instead of the die body works good but you have to be careful when you do it; fat fingered guys like me can easily mess that up.
BUT, we aren't working to B.R. tolerances and it's so easy and fast to reset Lee dies that may have slipped a bit that I just don't worry about it. All other die brands have some way to firmly clamp the lock rings in place.