How important is the shoulder measurement?

It is if your die is not set down far enough to bump the shoulder accordingly. If you don't bump it , it stretches the shoulder instead of bumping it back. Seat your die down a little deeper and bump 2/1000's from a fired case. Also make sure you have enough lube, not too much , but enough. Sounds like your pretty new to this ??
 
You are correct! I found same when I first started reloading.

Changes I have made since have greatly improved my reloads in general, including shoulder length.

Some to name a few:
* Changed to Redding Full Length Size dies
* Redding Comp Shell Holders
* Properly lubricating ALL cases
* Cleaning inside of my dies regularly
* I now trim based off shoulder but that has nothing to do with your post

Overall, with above, I have found much more uniformity and consistency with my loads along with shot placement/consistency.

My two cents...

Added:
I am only a few years into reloading so I am still constantly learning myself. One thing I did was I made "Step Notes" and wrote them on cards to follow each and every time I load and stopped doing by memory. Have one for each caliber noting shoulder, over all case length lengths etc - all the specifics per case. I believe this also helped and continues to help me make good consistent reloads.
 
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