Seating depth changes should be treated just like switching a load component IMHO.
You have less "effective" case capacity when seating bullets deaper, and consequently more pressure is produced with the same amount of powder... in most all my experience with testing pressure thus far... FWIW.
You "can" experience higher pressures if they are seated out to the point they come in contact with the rifling, almost come in contact, or are into them. It's been my experience that pressure usually falls though, don't take that as a free advice to EXPECT it though. I have found a couple loads that HAVE jumped up in PSI as they approached the rifling. "Some" loads never change notably. Treat it as a change if you do it, and watch for pressure signs. A good Chronograph helps here too.