Well, the two cases are two similar to say you "screwed up". It comes down to preference. The WSM will cost you a little in terms of versitality in loads and a little bit in performance. At normal ranges this doesn't really mean a lot. At longer ranges, you'll pay a little by being stuck with a lighter bullet or lower velocities due to deeper seating of the bullet.
My opinion is that the WSM is a GREAT round, but that it cannot be taken to its promise in a short action. Heavy bullets must get seated too deep...especially in factory chambers. The RSAUM, which never really caught on, was probably the max you could get for a true short action cartridge. If you put the WSM in a long action, custom chamber that allows it to shine, it is more or less equivalent to the Win Mag in every respect.
Enjoy your gun and don't worry about it.