Welcome bsmith_shoot!
I haven't heard anything about bullets coming loose. To me that would be a batch issue, because no ammunition manufacturer would want the safety issue of their product falling apart in normal use.
I also don't understand what the wear issue would be. It is lead which is softer than jacketed. I shoot jacketed +p in my airweight with no noticeable issues (I haven't taken measurements, but after well over 2,000 rounds the gun still groups like new).
My thought on a self protection gun and ammunition is to pick the largest caliber you can shoot comfortably, and carry well. And, don't worry about sub caliber (my three carry guns are a Ruger LCP (.380), a S&W j frame Airweight in .38 special +p, and a S&W 1911 in .45 acp)*, because getting hit with anything is going to be a deterrent to the bad guy. Now the actual rule: Carry only firearms and ammunition that work flawlessly! Don't start carrying a gun until it has been fired without hiccup at least 500 rounds, and the ammunition you carry must be a part of that test. Personally I will use 200 rounds of full metal jacket as a shake down, 200 rounds of a cheap but reliable jacketed hollow point, and then the final 100 rounds with my carry ammunition. All monthly (minimum) practice is done with 2/3 cheaper hollow points and 1/3 with my actual carry rounds.
My unprofessional, wait a minute - I teach several levels of firearm stuff and promote carry as well as certify, so I must be professional**, opinion is that if you have a question on the ammunition you should not use it. That suggested ammunition problem will hover in the back of you mind. If it has even a hint of credibility there will be the chance of a failure.
Welcome to the party!
* LCP is a pocket gun
j frame is a boot gun
1911 is IWB
Typically I carry two at a time - not all three, and the LCP is the default gun that is almost never left out of the mix.
** By professional I don't mean to imply that I am a MJ, RP or MB, but I am what you get in this part of the world.