I carry with one in the chamber. I've noticed this as well when clearing my weapon before returning it to the safe at night. Only ammo I've ever had issues with is TulAmmo BrassMax when the barrel warms up (although I think that problem is more likely a failure to eject issue - spent cartridge getting stuck in the barrel).
A casing getting stuck in the chamber is a failure-to-extract. Regardless of the ammo, this should never happen. So, if you've had this, figure it out because it could get you killed one day.
A failure-to-eject means the casing didn't leave the gun. It somehow didn't clear the ejection port and caused a malfunction. This is commonly called a stovepipe malfunction. The malfunction can be caused by the ammo. One brand or another might not provide enough, or too much, movement of the slide. It can also be caused by the shooter/ammo combination. The recoil impulse will be different from different manufactures. This can cause what many term as a "limp wrist" reaction. A shooter can use one type of ammo and never have this issue and yet get these all the time with another type.
The failure-to-extract cannot be caused by the ammo. If the casing fails to come out of the chamber, this is due to the extractor or chamber.
Steel or aluminum casings don't expand and contract like brass. Especially with steel, the lack of elasticity can cause them to stick in the chamber when they expand because they stay expanded rather than contracting back to close to original size.
The second cause of a failure-to-extract is the extractor not doing its job. If the hook doesn't grab the case rim, then the case won't come out. This is usually caused by either a broken extractor or an improperly chambered round.
Neither of these causes are ammo brand related.
Either cause is cause for concern. One fix would be to never use aluminum or steel cased ammo. Some guns just don't like it. However, if brass cases are not being extracted, that needs to be fixed right away or the gun not carried.