Gunny, some primers are designed where the anvil "sticks up" and some are designed with the anvil flush to the cup.
The ones with the anvils that stick up, are intended to be "consolidated" (or what the forum calls "crush"). That variation you are seeing means you are going to have to take an average height dimension and make sure the shortest and longest ones are not rejects. Then your seating depth needs to have an average "crush" of 0.004" to 0.006" to make it a non issue.
Primers seated within a window of that consolidation will not cause a performance problem, but if you were in a lab with a dedicated test rig, you could easily show that if primers are not at least "consolidated" or when they are pushed in so deep that they are damaged, we can demonstrate problems. The takeaway is, by getting the anvil pressed into the cup at least several thousandths, the performance is not affected within a practical window, but if you under or over crush them by going outside of that window, you will get issues.
I am not sure if what you are calling deviation means you got a total range of 0.003" or if that means you got a plus and minus of 0.003" which is a range of 0.006". I am hoping it means you got a total range of 0.003" in which case you assemble with your average height and carry on.
I will just add some food for thought for the folks who don't observe any MV correlation with primer weight.
Consider the primer charge as what it would be in equivalent powder grains. Many folks cannot shoot or measure the difference of their powder charges due to the concept of that parameter being in a composite summation of many other variables that puts it in the noise.
When a system is very tight, variations in powder or primer weights show up. When a system is noisy, they cannot. Sometimes, a tight system doesn't show any issue with primer weight variation, because the weight variation is small. If you gave that person the high and low primers from a different batch, they would see the difference. The point being, it is difficult to judge how much weight variation we are discussing, and it is made more difficult when the resolution of the system is lower due to ignition issues, brass prep issues, or ignition issues.
If you didn't see a MV stat change due to weight variation in a primer, then it one of two reasons, low resolution or really good primers. Carry on, YMMV